NVTS gamma max, delta neutral & open interest levels
As of close · rank #203 by open interest · 1,140 sessions of history since Nov 11, 2021
NVTS closed 27.7% below its gamma max of 14.85. It is 19.6% above the delta neutral price of 9.35. Total open interest is 548,611, -4.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 35% |
| Gamma max crosses | 55 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | -0.6% |
| History available | Nov 11, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 12.82 vs 15.71 (-22.5%)
- closed above gamma max at 11.46 vs 0.50 (+95.6%)
- closed below gamma max at 12.87 vs 19.07 (-48.1%)
- closed above gamma max at 14.18 vs 0.44 (+96.9%)
- closed below gamma max at 13.36 vs 19.60 (-46.7%)
- closed above gamma max at 16.52 vs 0.50 (+97.0%)
- closed below gamma max at 17.74 vs 25.19 (-42.0%)
- closed above gamma max at 22.09 vs 0.50 (+97.7%)
- closed below gamma max at 23.73 vs 26.59 (-12.1%)
- closed above gamma max at 23.40 vs 0.50 (+97.9%)
In today's screens
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Neighbours by open interest
Questions people ask about NVTS
Where is NVTS's gamma max today?
As of Sep 11, 2026, the gamma max for NVTS is 14.85, +27.7% from the 11.63 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 NVTS above or below its delta neutral price?
NVTS closed above delta neutral: 11.63 against a delta neutral price of 9.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVTS have?
548,611 contracts of open interest across 583 listed contracts on Sep 11, 2026, -4.8% 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.