A delivery nozzle for a twin roll caster for making has an elongated nozzle body having elongated extending side walls and end walls to form a nozzle trough, and side outlet openings in the side walls capable of discharging molten metal from the nozzle body laterally outwardly from the side walls of the nozzle body. The side walls below the side outlet openings extend downwardly to converge and meet at the lower extremity to form a bottom part of the nozzle body configured to inhibit entrapment of gas bubbles in a casting pool. The side walls forming the bottom part may have generally flat exterior surfaces throughout and meet at an acute angle to form a discrete edge along the nozzle body, or alternatively, convex curved external surfaces meeting at the bottom extremity in an arcuate shape along the nozzle body.