CC gamma max, delta neutral & open interest levels
As of close · rank #755 by open interest · snapshot page
CC closed 10.5% below its gamma max of 16.60. It is 13.0% above the delta neutral price of 13.07. Total open interest is 82,093, -1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CC
Where is CC's gamma max today?
As of Sep 11, 2026, the gamma max for CC is 16.60, +10.5% from the 15.03 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 CC above or below its delta neutral price?
CC closed above delta neutral: 15.03 against a delta neutral price of 13.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CC have?
82,093 contracts of open interest across 273 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.