CCCC gamma max, delta neutral & open interest levels
As of close · rank #1346 by open interest · snapshot page
CCCC closed 46.4% above its gamma max of 1.88. It is 77.7% above the delta neutral price of 0.78. Total open interest is 29,624, -1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CCCC
Where is CCCC's gamma max today?
As of Sep 11, 2026, the gamma max for CCCC is 1.88, -46.4% from the 3.51 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 CCCC above or below its delta neutral price?
CCCC closed above delta neutral: 3.51 against a delta neutral price of 0.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCCC have?
29,624 contracts of open interest across 70 listed contracts on Sep 11, 2026, -1.1% 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.