Data through close

CEVA gamma max, delta neutral & open interest levels

As of close · rank #1736 by open interest · snapshot page

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Close
29.01
prev 27.96
Gamma max
35.92
+23.8% from close
Delta neutral
29.40
+1.4% from close
Gamma neutral
26.52
-8.6% from close
Open interest
17,302
+0.6% vs prev
Contracts listed
104
61 calls · 49 puts

CEVA closed 23.8% below its gamma max of 35.92. It is 1.4% below the delta neutral price of 29.40. Total open interest is 17,302, +0.6% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CEVA

Where is CEVA's gamma max today?

As of Sep 11, 2026, the gamma max for CEVA is 35.92, +23.8% from the 29.01 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 CEVA above or below its delta neutral price?

CEVA closed below delta neutral: 29.01 against a delta neutral price of 29.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CEVA have?

17,302 contracts of open interest across 104 listed contracts on Sep 11, 2026, +0.6% 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.