Data through close

NVDX gamma max, delta neutral & open interest levels

As of close · rank #1087 by open interest · snapshot page

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Close
19.12
prev 19.14
Gamma max
21.00
+9.9% from close
Delta neutral
13.10
-31.5% from close
Gamma neutral
5.09
-73.4% from close
Open interest
44,392
-7.7% vs prev
Contracts listed
402
215 calls · 197 puts

NVDX closed 9.9% below its gamma max of 21.00. It is 31.5% above the delta neutral price of 13.10. Total open interest is 44,392, -7.7% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about NVDX

Where is NVDX's gamma max today?

As of Sep 11, 2026, the gamma max for NVDX is 21.00, +9.9% from the 19.12 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 NVDX above or below its delta neutral price?

NVDX closed above delta neutral: 19.12 against a delta neutral price of 13.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVDX have?

44,392 contracts of open interest across 402 listed contracts on Sep 11, 2026, -7.7% 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.