CBOE gamma max, delta neutral & open interest levels
As of close · rank #1020 by open interest · snapshot page
CBOE closed 17.2% below its gamma max of 329.88. It is 4.0% above the delta neutral price of 270.09. Total open interest is 49,305, -4.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CBOE
Where is CBOE's gamma max today?
As of Sep 11, 2026, the gamma max for CBOE is 329.88, +17.2% from the 281.39 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 CBOE above or below its delta neutral price?
CBOE closed above delta neutral: 281.39 against a delta neutral price of 270.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CBOE have?
49,305 contracts of open interest across 698 listed contracts on Sep 11, 2026, -4.7% 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.