CF gamma max, delta neutral & open interest levels
As of close · rank #707 by open interest · snapshot page
CF closed 7.7% below its gamma max of 143.36. It is 12.1% above the delta neutral price of 117.03. Total open interest is 92,759, -1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CF
Where is CF's gamma max today?
As of Sep 11, 2026, the gamma max for CF is 143.36, +7.7% from the 133.07 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 CF above or below its delta neutral price?
CF closed above delta neutral: 133.07 against a delta neutral price of 117.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CF have?
92,759 contracts of open interest across 714 listed contracts on Sep 11, 2026, -1.5% 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.