Data through close

CBRE gamma max, delta neutral & open interest levels

As of close · rank #1161 by open interest · snapshot page

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Close
140.51
prev 137.99
Gamma max
149.02
+6.1% from close
Delta neutral
135.65
-3.5% from close
Gamma neutral
129.82
-7.6% from close
Open interest
39,728
+4.5% vs prev
Contracts listed
198
114 calls · 85 puts

CBRE closed 6.1% below its gamma max of 149.02. It is 3.5% above the delta neutral price of 135.65. Total open interest is 39,728, +4.5% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CBRE

Where is CBRE's gamma max today?

As of Sep 11, 2026, the gamma max for CBRE is 149.02, +6.1% from the 140.51 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 CBRE above or below its delta neutral price?

CBRE closed above delta neutral: 140.51 against a delta neutral price of 135.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CBRE have?

39,728 contracts of open interest across 198 listed contracts on Sep 11, 2026, +4.5% 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.