NVT gamma max, delta neutral & open interest levels
As of close · rank #1479 by open interest · snapshot page
NVT closed 11.0% below its gamma max of 180.29. It is 15.3% above the delta neutral price of 137.56. Total open interest is 24,604, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NVT
Where is NVT's gamma max today?
As of Sep 11, 2026, the gamma max for NVT is 180.29, +11.0% from the 162.38 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 NVT above or below its delta neutral price?
NVT closed above delta neutral: 162.38 against a delta neutral price of 137.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVT have?
24,604 contracts of open interest across 304 listed contracts on Sep 11, 2026, -0.0% 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.