NWSA gamma max, delta neutral & open interest levels
As of close · rank #1269 by open interest · snapshot page
NWSA closed 6.3% below its gamma max of 31.29. It is 24.3% above the delta neutral price of 22.28. Total open interest is 33,759, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about NWSA
Where is NWSA's gamma max today?
As of Sep 11, 2026, the gamma max for NWSA is 31.29, +6.3% from the 29.44 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 NWSA above or below its delta neutral price?
NWSA closed above delta neutral: 29.44 against a delta neutral price of 22.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NWSA have?
33,759 contracts of open interest across 30 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.