CBRS gamma max, delta neutral & open interest levels
As of close · rank #370 by open interest · 60 sessions of history since Jun 17, 2026
CBRS closed 28.1% below its gamma max of 245.93. It is 1.6% above the delta neutral price of 188.88. Total open interest is 239,400, -8.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 60 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | -8.8% |
| Open interest change, 21 sessions | +20.7% |
| History available | Jun 17, 2026 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 184.52 vs 182.16 (+1.3%)
- closed below delta neutral at 172.62 vs 182.49 (-5.7%)
- closed above delta neutral at 184.19 vs 184.15 (+0.0%)
- closed below delta neutral at 185.43 vs 194.38 (-4.8%)
- closed above delta neutral at 203.07 vs 184.12 (+9.3%)
- closed below delta neutral at 169.39 vs 176.85 (-4.4%)
- closed above delta neutral at 181.72 vs 179.09 (+1.4%)
- closed below delta neutral at 176.65 vs 178.21 (-0.9%)
- closed above delta neutral at 181.50 vs 171.29 (+5.6%)
- closed below delta neutral at 181.65 vs 207.60 (-14.3%)
In today's screens
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Neighbours by open interest
Questions people ask about CBRS
Where is CBRS's gamma max today?
As of Sep 11, 2026, the gamma max for CBRS is 245.93, +28.1% from the 191.93 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 CBRS above or below its delta neutral price?
CBRS closed above delta neutral: 191.93 against a delta neutral price of 188.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CBRS have?
239,400 contracts of open interest across 1,229 listed contracts on Sep 11, 2026, -8.2% 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.