NXE gamma max, delta neutral & open interest levels
As of close · rank #369 by open interest · 1,330 sessions of history since Feb 11, 2021
NXE closed 16.0% below its gamma max of 11.43. It is 3.7% above the delta neutral price of 9.49. Total open interest is 240,457, +0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 22% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 36th |
| Open interest change, 5 sessions | +1.3% |
| Open interest change, 21 sessions | +0.5% |
| History available | Feb 11, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 9.32 vs 9.21 (+1.1%)
- closed below delta neutral at 8.93 vs 9.19 (-2.9%)
- closed above delta neutral at 9.32 vs 9.30 (+0.2%)
- closed below delta neutral at 9.14 vs 9.31 (-1.8%)
- closed above delta neutral at 9.17 vs 8.97 (+2.2%)
- closed below delta neutral at 9.01 vs 9.65 (-7.1%)
- closed above delta neutral at 9.67 vs 9.57 (+1.1%)
- closed below delta neutral at 9.09 vs 9.47 (-4.1%)
- closed above delta neutral at 9.75 vs 8.36 (+14.3%)
- closed below delta neutral at 9.27 vs 9.66 (-4.2%)
In today's screens
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Neighbours by open interest
Questions people ask about NXE
Where is NXE's gamma max today?
As of Sep 11, 2026, the gamma max for NXE is 11.43, +16.0% from the 9.85 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 NXE above or below its delta neutral price?
NXE closed above delta neutral: 9.85 against a delta neutral price of 9.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NXE have?
240,457 contracts of open interest across 174 listed contracts on Sep 11, 2026, +0.8% 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.