NVS gamma max, delta neutral & open interest levels
As of close · rank #544 by open interest · 1,379 sessions of history since Dec 1, 2020
NVS closed 22.4% below its gamma max of 167.94. It is 12.4% below the delta neutral price of 154.16. Total open interest is 140,870, +0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +6.9% |
| Open interest change, 21 sessions | +38.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 159.99 vs 162.02 (-1.3%)
- closed above delta neutral at 162.46 vs 162.24 (+0.1%)
- closed below delta neutral at 158.44 vs 158.88 (-0.3%)
- closed above delta neutral at 159.85 vs 158.90 (+0.6%)
- closed below delta neutral at 155.17 vs 156.83 (-1.1%)
- closed above delta neutral at 156.93 vs 156.85 (+0.1%)
- closed below delta neutral at 155.42 vs 156.20 (-0.5%)
- closed above delta neutral at 159.82 vs 158.89 (+0.6%)
- closed below delta neutral at 154.07 vs 156.05 (-1.3%)
- closed above delta neutral at 157.59 vs 156.25 (+0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about NVS
Where is NVS's gamma max today?
As of Sep 11, 2026, the gamma max for NVS is 167.94, +22.4% from the 137.16 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 NVS above or below its delta neutral price?
NVS closed below delta neutral: 137.16 against a delta neutral price of 154.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVS have?
140,870 contracts of open interest across 351 listed contracts on Sep 11, 2026, +0.7% 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.