CE gamma max, delta neutral & open interest levels
As of close · rank #933 by open interest · snapshot page
CE closed 3.1% below its gamma max of 47.54. It is 1.4% below the delta neutral price of 46.72. Total open interest is 58,030, +2.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CE
Where is CE's gamma max today?
As of Sep 11, 2026, the gamma max for CE is 47.54, +3.1% from the 46.09 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 CE above or below its delta neutral price?
CE closed below delta neutral: 46.09 against a delta neutral price of 46.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CE have?
58,030 contracts of open interest across 186 listed contracts on Sep 11, 2026, +2.3% 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.