CELH gamma max, delta neutral & open interest levels
As of close · rank #170 by open interest · 1,379 sessions of history since Dec 1, 2020
CELH closed 37.1% below its gamma max of 37.32. It is 0.3% above the delta neutral price of 27.14. Total open interest is 654,735, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 27.22 vs 27.14 (+0.3%)
- closed below delta neutral at 27.64 vs 28.07 (-1.6%)
- closed above delta neutral at 27.77 vs 25.93 (+6.6%)
- closed below delta neutral at 23.77 vs 27.31 (-14.9%)
- closed above delta neutral at 28.79 vs 27.66 (+3.9%)
- closed below delta neutral at 27.17 vs 27.60 (-1.6%)
- closed above delta neutral at 28.14 vs 27.89 (+0.9%)
- closed below delta neutral at 27.75 vs 28.12 (-1.3%)
- closed above delta neutral at 29.70 vs 29.03 (+2.3%)
- closed below delta neutral at 28.63 vs 28.85 (-0.8%)
In today's screens
Neighbours by open interest
Questions people ask about CELH
Where is CELH's gamma max today?
As of Sep 11, 2026, the gamma max for CELH is 37.32, +37.1% from the 27.22 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 CELH above or below its delta neutral price?
CELH closed above delta neutral: 27.22 against a delta neutral price of 27.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CELH have?
654,735 contracts of open interest across 641 listed contracts on Sep 11, 2026, -2.5% 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.