CELC gamma max, delta neutral & open interest levels
As of close · rank #1564 by open interest · snapshot page
CELC closed 54.5% below its gamma max of 128.92. It is 5.7% below the delta neutral price of 88.25. Total open interest is 21,712, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CELC
Where is CELC's gamma max today?
As of Sep 11, 2026, the gamma max for CELC is 128.92, +54.5% from the 83.45 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 CELC above or below its delta neutral price?
CELC closed below delta neutral: 83.45 against a delta neutral price of 88.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CELC have?
21,712 contracts of open interest across 292 listed contracts on Sep 11, 2026, +1.7% 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.