CCI gamma max, delta neutral & open interest levels
As of close · rank #1022 by open interest · snapshot page
CCI closed 1.4% below its gamma max of 76.71. It is 0.8% below the delta neutral price of 76.25. Total open interest is 49,149, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CCI
Where is CCI's gamma max today?
As of Sep 11, 2026, the gamma max for CCI is 76.71, +1.4% from the 75.62 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 CCI above or below its delta neutral price?
CCI closed below delta neutral: 75.62 against a delta neutral price of 76.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCI have?
49,149 contracts of open interest across 327 listed contracts on Sep 11, 2026, +0.4% 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.