XNDU gamma max, delta neutral & open interest levels
As of close · rank #1381 by open interest · snapshot page
XNDU closed 41.5% below its gamma max of 12.20. It is 10.6% below the delta neutral price of 9.53. Total open interest is 28,344, -1.5% 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 XNDU
Where is XNDU's gamma max today?
As of Sep 11, 2026, the gamma max for XNDU is 12.20, +41.5% from the 8.62 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 XNDU above or below its delta neutral price?
XNDU closed below delta neutral: 8.62 against a delta neutral price of 9.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XNDU have?
28,344 contracts of open interest across 199 listed contracts on Sep 11, 2026, -1.5% 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.