NYT gamma max, delta neutral & open interest levels
As of close · rank #1345 by open interest · snapshot page
NYT closed 3.1% below its gamma max of 68.92. It is 1.8% below the delta neutral price of 68.09. Total open interest is 29,676, +0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about NYT
Where is NYT's gamma max today?
As of Sep 11, 2026, the gamma max for NYT is 68.92, +3.1% from the 66.88 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 NYT above or below its delta neutral price?
NYT closed below delta neutral: 66.88 against a delta neutral price of 68.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NYT have?
29,676 contracts of open interest across 120 listed contracts on Sep 11, 2026, +0.1% 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.