CCOI gamma max, delta neutral & open interest levels
As of close · rank #1247 by open interest · snapshot page
CCOI closed 20.2% below its gamma max of 11.22. It is 8.8% above the delta neutral price of 8.51. Total open interest is 34,814, +8.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CCOI
Where is CCOI's gamma max today?
As of Sep 11, 2026, the gamma max for CCOI is 11.22, +20.2% from the 9.33 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 CCOI above or below its delta neutral price?
CCOI closed above delta neutral: 9.33 against a delta neutral price of 8.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CCOI have?
34,814 contracts of open interest across 132 listed contracts on Sep 11, 2026, +8.4% 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.