C gamma max, delta neutral & open interest levels
As of close · rank #102 by open interest · 1,379 sessions of history since Dec 1, 2020
C closed 4.9% below its gamma max of 145.64. It is 8.9% above the delta neutral price of 126.52. Total open interest is 1,047,129, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 6th |
| Open interest change, 5 sessions | +0.9% |
| Open interest change, 21 sessions | -2.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 143.21 vs 149.86 (-4.6%)
- closed above gamma max at 139.83 vs 138.74 (+0.8%)
- closed below gamma max at 132.40 vs 136.29 (-2.9%)
- closed above gamma max at 135.13 vs 134.44 (+0.5%)
- closed below gamma max at 129.34 vs 130.12 (-0.6%)
- closed above gamma max at 123.49 vs 122.22 (+1.0%)
- closed below gamma max at 122.50 vs 124.12 (-1.3%)
- closed above gamma max at 123.30 vs 123.11 (+0.2%)
- closed below gamma max at 120.42 vs 122.47 (-1.7%)
- closed above gamma max at 121.56 vs 121.39 (+0.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about C
Where is C's gamma max today?
As of Sep 11, 2026, the gamma max for C is 145.64, +4.9% from the 138.82 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 C above or below its delta neutral price?
C closed above delta neutral: 138.82 against a delta neutral price of 126.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does C have?
1,047,129 contracts of open interest across 832 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.