CEG gamma max, delta neutral & open interest levels
As of close · rank #411 by open interest · 1,074 sessions of history since Feb 10, 2022
CEG closed 13.3% below its gamma max of 322.49. It is 0.1% above the delta neutral price of 284.39. Total open interest is 212,607, -2.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | -5.5% |
| History available | Feb 10, 2022 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 290.04 vs 283.63 (+2.2%)
- closed below delta neutral at 274.35 vs 279.40 (-1.8%)
- closed above delta neutral at 274.90 vs 274.68 (+0.1%)
- closed below delta neutral at 303.63 vs 310.18 (-2.2%)
- closed above delta neutral at 321.05 vs 310.48 (+3.3%)
- closed below delta neutral at 307.81 vs 307.89 (-0.0%)
- closed above delta neutral at 313.00 vs 307.68 (+1.7%)
- closed below delta neutral at 305.71 vs 306.12 (-0.1%)
- closed above delta neutral at 313.51 vs 305.41 (+2.6%)
- closed below delta neutral at 281.99 vs 307.47 (-9.0%)
In today's screens
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Neighbours by open interest
Questions people ask about CEG
Where is CEG's gamma max today?
As of Sep 11, 2026, the gamma max for CEG is 322.49, +13.3% from the 284.75 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 CEG above or below its delta neutral price?
CEG closed above delta neutral: 284.75 against a delta neutral price of 284.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CEG have?
212,607 contracts of open interest across 1,124 listed contracts on Sep 11, 2026, -2.7% 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.