NVO gamma max, delta neutral & open interest levels
As of close · rank #74 by open interest · 1,379 sessions of history since Dec 1, 2020
NVO closed 20.2% below its gamma max of 51.79. It is 0.4% below the delta neutral price of 43.25. Total open interest is 1,411,377, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 21 |
| Open interest percentile (1y) | 44th |
| Open interest change, 5 sessions | +0.4% |
| Open interest change, 21 sessions | -4.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 43.07 vs 43.25 (-0.4%)
- closed above delta neutral at 45.71 vs 45.07 (+1.4%)
- closed below delta neutral at 44.88 vs 45.15 (-0.6%)
- closed above delta neutral at 45.97 vs 45.46 (+1.1%)
- closed below delta neutral at 44.24 vs 44.49 (-0.6%)
- closed below gamma max at 50.32 vs 55.28 (-9.9%)
- closed above gamma max at 51.48 vs 50.83 (+1.3%)
- closed above delta neutral at 42.81 vs 42.09 (+1.7%)
- closed below delta neutral at 41.02 vs 41.88 (-2.1%)
- closed above delta neutral at 43.75 vs 42.41 (+3.1%)
In today's screens
Neighbours by open interest
Questions people ask about NVO
Where is NVO's gamma max today?
As of Sep 11, 2026, the gamma max for NVO is 51.79, +20.2% from the 43.07 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 NVO above or below its delta neutral price?
NVO closed below delta neutral: 43.07 against a delta neutral price of 43.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVO have?
1,411,377 contracts of open interest across 639 listed contracts on Sep 11, 2026, -1.9% 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.