CCL gamma max, delta neutral & open interest levels
As of close · rank #91 by open interest · 1,379 sessions of history since Dec 1, 2020
CCL closed 46.7% below its gamma max of 33.37. It is 15.6% below the delta neutral price of 26.29. Total open interest is 1,114,646, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 52th |
| Open interest change, 5 sessions | +4.3% |
| Open interest change, 21 sessions | +13.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 27.73 vs 27.97 (-0.9%)
- closed above delta neutral at 28.42 vs 28.20 (+0.8%)
- closed below delta neutral at 27.75 vs 28.09 (-1.2%)
- closed above delta neutral at 28.74 vs 28.12 (+2.2%)
- closed below delta neutral at 27.81 vs 27.99 (-0.7%)
- closed above delta neutral at 28.23 vs 27.61 (+2.2%)
- closed below delta neutral at 27.91 vs 28.15 (-0.9%)
- closed below gamma max at 30.90 vs 31.04 (-0.4%)
- closed above gamma max at 30.12 vs 30.11 (+0.0%)
- closed above delta neutral at 28.12 vs 28.00 (+0.4%)
In today's screens
Questions people ask about CCL
Where is CCL's gamma max today?
As of Sep 11, 2026, the gamma max for CCL is 33.37, +46.7% from the 22.75 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 CCL above or below its delta neutral price?
CCL closed below delta neutral: 22.75 against a delta neutral price of 26.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCL have?
1,114,646 contracts of open interest across 581 listed contracts on Sep 11, 2026, -0.2% 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.