CDNA gamma max, delta neutral & open interest levels
As of close · rank #2127 by open interest · snapshot page
CDNA closed 63.9% above its gamma max of 18.16. It is 5.4% below the delta neutral price of 52.98. Total open interest is 10,436, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CDNA
Where is CDNA's gamma max today?
As of Sep 11, 2026, the gamma max for CDNA is 18.16, -63.9% from the 50.26 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 CDNA above or below its delta neutral price?
CDNA closed below delta neutral: 50.26 against a delta neutral price of 52.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CDNA have?
10,436 contracts of open interest across 73 listed contracts on Sep 11, 2026, +0.0% 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.