Data through close

CCXI gamma max, delta neutral & open interest levels

As of close · rank #749 by open interest · snapshot page

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Close
12.32
prev 12.81
Gamma max
16.58
+34.6% from close
Delta neutral
11.15
-9.5% from close
Gamma neutral
12.32
0.0% from close
Open interest
83,340
+0.3% vs prev
Contracts listed
61
35 calls · 26 puts

CCXI closed 34.6% below its gamma max of 16.58. It is 9.5% above the delta neutral price of 11.15. Total open interest is 83,340, +0.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CCXI

Where is CCXI's gamma max today?

As of Sep 11, 2026, the gamma max for CCXI is 16.58, +34.6% from the 12.32 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 CCXI above or below its delta neutral price?

CCXI closed above delta neutral: 12.32 against a delta neutral price of 11.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CCXI have?

83,340 contracts of open interest across 61 listed contracts on Sep 11, 2026, +0.3% 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.