CDE gamma max, delta neutral & open interest levels
As of close · rank #238 by open interest · 1,379 sessions of history since Dec 1, 2020
CDE closed 9.2% below its gamma max of 22.47. It is 29.5% above the delta neutral price of 14.51. Total open interest is 455,745, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 58th |
| Open interest change, 5 sessions | -3.3% |
| Open interest change, 21 sessions | -12.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 21.11 vs 22.41 (-6.2%)
- closed above gamma max at 20.93 vs 20.18 (+3.6%)
- closed below gamma max at 18.45 vs 18.73 (-1.5%)
- closed above gamma max at 18.80 vs 18.78 (+0.1%)
- closed below gamma max at 24.12 vs 26.85 (-11.3%)
- closed above gamma max at 26.56 vs 25.83 (+2.8%)
- closed below gamma max at 24.78 vs 25.16 (-1.5%)
- closed above gamma max at 24.63 vs 23.92 (+2.9%)
- closed below gamma max at 25.62 vs 26.33 (-2.8%)
- closed above gamma max at 22.58 vs 21.22 (+6.0%)
In today's screens
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Neighbours by open interest
Questions people ask about CDE
Where is CDE's gamma max today?
As of Sep 11, 2026, the gamma max for CDE is 22.47, +9.2% from the 20.58 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 CDE above or below its delta neutral price?
CDE closed above delta neutral: 20.58 against a delta neutral price of 14.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CDE have?
455,745 contracts of open interest across 393 listed contracts on Sep 11, 2026, -3.5% 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.