CECO gamma max, delta neutral & open interest levels
As of close · rank #1744 by open interest · snapshot page
CECO closed 22.5% below its gamma max of 95.97. It is 2.0% above the delta neutral price of 76.78. Total open interest is 17,180, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CECO
Where is CECO's gamma max today?
As of Sep 11, 2026, the gamma max for CECO is 95.97, +22.5% from the 78.34 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 CECO above or below its delta neutral price?
CECO closed above delta neutral: 78.34 against a delta neutral price of 76.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CECO have?
17,180 contracts of open interest across 168 listed contracts on Sep 11, 2026, +0.2% 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.