CCJ gamma max, delta neutral & open interest levels
As of close · rank #259 by open interest · 1,379 sessions of history since Dec 1, 2020
CCJ closed 15.3% below its gamma max of 111.48. It is 0.5% above the delta neutral price of 96.22. Total open interest is 410,075, -8.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 72th |
| Open interest change, 5 sessions | -8.0% |
| Open interest change, 21 sessions | -0.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 100.62 vs 99.17 (+1.4%)
- closed below delta neutral at 98.76 vs 99.31 (-0.6%)
- closed above delta neutral at 102.51 vs 96.98 (+5.4%)
- closed below delta neutral at 95.59 vs 97.51 (-2.0%)
- closed above delta neutral at 97.98 vs 97.58 (+0.4%)
- closed below delta neutral at 96.03 vs 97.55 (-1.6%)
- closed above delta neutral at 93.09 vs 92.82 (+0.3%)
- closed below delta neutral at 97.39 vs 98.79 (-1.4%)
- closed above delta neutral at 100.96 vs 100.51 (+0.4%)
- closed below delta neutral at 95.03 vs 100.88 (-6.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CCJ
Where is CCJ's gamma max today?
As of Sep 11, 2026, the gamma max for CCJ is 111.48, +15.3% from the 96.68 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 CCJ above or below its delta neutral price?
CCJ closed above delta neutral: 96.68 against a delta neutral price of 96.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCJ have?
410,075 contracts of open interest across 661 listed contracts on Sep 11, 2026, -8.5% 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.