NVDY gamma max, delta neutral & open interest levels
As of close · rank #1373 by open interest · snapshot page
NVDY closed 5.7% below its gamma max of 13.07. It is 6.1% below the delta neutral price of 13.12. Total open interest is 28,673, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NVDY
Where is NVDY's gamma max today?
As of Sep 11, 2026, the gamma max for NVDY is 13.07, +5.7% from the 12.37 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 NVDY above or below its delta neutral price?
NVDY closed below delta neutral: 12.37 against a delta neutral price of 13.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVDY have?
28,673 contracts of open interest across 165 listed contracts on Sep 11, 2026, +0.6% 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.