NVMI gamma max, delta neutral & open interest levels
As of close · rank #1920 by open interest · snapshot page
NVMI closed 28.8% below its gamma max of 479.05. It is 1.8% below the delta neutral price of 378.35. Total open interest is 13,632, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NVMI
Where is NVMI's gamma max today?
As of Sep 11, 2026, the gamma max for NVMI is 479.05, +28.8% from the 371.81 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 NVMI above or below its delta neutral price?
NVMI closed below delta neutral: 371.81 against a delta neutral price of 378.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVMI have?
13,632 contracts of open interest across 314 listed contracts on Sep 11, 2026, +1.6% 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.