XND gamma max, delta neutral & open interest levels
As of close · rank #1785 by open interest · snapshot page
XND closed 7.0% below its gamma max of 314.38. It is 1.5% below the delta neutral price of 298.21. Total open interest is 16,132, -1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XND
Where is XND's gamma max today?
As of Sep 11, 2026, the gamma max for XND is 314.38, +7.0% from the 293.68 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 XND above or below its delta neutral price?
XND closed below delta neutral: 293.68 against a delta neutral price of 298.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XND have?
16,132 contracts of open interest across 856 listed contracts on Sep 11, 2026, -1.7% 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.