CCC gamma max, delta neutral & open interest levels
As of close · rank #1743 by open interest · snapshot page
CCC closed 6.4% below its gamma max of 7.33. It is 20.5% above the delta neutral price of 5.48. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 17,206, +4.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CCC
Where is CCC's gamma max today?
As of Sep 11, 2026, the gamma max for CCC is 7.33, +6.4% from the 6.89 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 CCC above or below its delta neutral price?
CCC closed above delta neutral: 6.89 against a delta neutral price of 5.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCC have?
17,206 contracts of open interest across 35 listed contracts on Sep 11, 2026, +4.3% 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.