CB gamma max, delta neutral & open interest levels
As of close · rank #1117 by open interest · snapshot page
CB closed 5.7% below its gamma max of 357.55. It is 1.7% above the delta neutral price of 332.61. Total open interest is 42,160, -0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CB
Where is CB's gamma max today?
As of Sep 11, 2026, the gamma max for CB is 357.55, +5.7% from the 338.25 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 CB above or below its delta neutral price?
CB closed above delta neutral: 338.25 against a delta neutral price of 332.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CB have?
42,160 contracts of open interest across 484 listed contracts on Sep 11, 2026, -0.9% 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.