Data through close

NXPI gamma max, delta neutral & open interest levels

As of close · rank #427 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
236.62
prev 226.46
Gamma max
288.32
+21.8% from close
Delta neutral
218.59
-7.6% from close
Gamma neutral
189.70
-19.8% from close
Open interest
203,012
+0.2% vs prev
Contracts listed
547
320 calls · 289 puts

NXPI closed 21.8% below its gamma max of 288.32. It is 7.6% above the delta neutral price of 218.59. Total open interest is 203,012, +0.2% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max6%
Gamma max crosses20
Delta neutral crosses18
Open interest percentile (1y)100th
Open interest change, 5 sessions+9.1%
Open interest change, 21 sessions+53.8%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 222.97 vs 221.23 (+0.8%)
  2. closed below delta neutral at 228.56 vs 230.15 (-0.7%)
  3. closed above delta neutral at 231.91 vs 230.99 (+0.4%)
  4. closed below delta neutral at 233.41 vs 233.98 (-0.2%)
  5. closed above delta neutral at 239.71 vs 228.05 (+4.9%)
  6. closed below delta neutral at 240.98 vs 256.36 (-6.4%)
  7. closed above delta neutral at 266.53 vs 254.58 (+4.5%)
  8. closed below delta neutral at 270.66 vs 270.78 (-0.0%)
  9. closed above delta neutral at 283.89 vs 271.88 (+4.2%)
  10. closed below delta neutral at 273.15 vs 273.37 (-0.1%)

In today's screens

Neighbours by open interest

Questions people ask about NXPI

Where is NXPI's gamma max today?

As of Sep 11, 2026, the gamma max for NXPI is 288.32, +21.8% from the 236.62 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 NXPI above or below its delta neutral price?

NXPI closed above delta neutral: 236.62 against a delta neutral price of 218.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NXPI have?

203,012 contracts of open interest across 547 listed contracts on Sep 11, 2026, +0.2% 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.