CENX gamma max, delta neutral & open interest levels
As of close · rank #1080 by open interest · snapshot page
CENX closed 17.2% below its gamma max of 51.63. It is 2.0% above the delta neutral price of 43.16. Total open interest is 44,692, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CENX
Where is CENX's gamma max today?
As of Sep 11, 2026, the gamma max for CENX is 51.63, +17.2% from the 44.05 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 CENX above or below its delta neutral price?
CENX closed above delta neutral: 44.05 against a delta neutral price of 43.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CENX have?
44,692 contracts of open interest across 251 listed contracts on Sep 11, 2026, +1.6% 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.