Data through close

NVDU gamma max, delta neutral & open interest levels

As of close · rank #2131 by open interest · snapshot page

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Close
134.68
prev 134.77
Gamma max
146.54
+8.8% from close
Delta neutral
84.22
-37.5% from close
Gamma neutral
16.21
-88.0% from close
Open interest
10,352
+1.5% vs prev
Contracts listed
458
277 calls · 187 puts

NVDU closed 8.8% below its gamma max of 146.54. It is 37.5% above the delta neutral price of 84.22. Total open interest is 10,352, +1.5% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about NVDU

Where is NVDU's gamma max today?

As of Sep 11, 2026, the gamma max for NVDU is 146.54, +8.8% from the 134.68 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is NVDU above or below its delta neutral price?

NVDU closed above delta neutral: 134.68 against a delta neutral price of 84.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVDU have?

10,352 contracts of open interest across 458 listed contracts on Sep 11, 2026, +1.5% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.