CDW gamma max, delta neutral & open interest levels
As of close · rank #1433 by open interest · snapshot page
CDW closed 2.4% below its gamma max of 157.55. It is 11.0% above the delta neutral price of 136.93. Total open interest is 26,167, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CDW
Where is CDW's gamma max today?
As of Sep 11, 2026, the gamma max for CDW is 157.55, +2.4% from the 153.79 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 CDW above or below its delta neutral price?
CDW closed above delta neutral: 153.79 against a delta neutral price of 136.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CDW have?
26,167 contracts of open interest across 158 listed contracts on Sep 11, 2026, +0.6% 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.