CFG gamma max, delta neutral & open interest levels
As of close · rank #1263 by open interest · snapshot page
CFG closed 3.2% below its gamma max of 72.72. It is 9.9% above the delta neutral price of 63.53. Total open interest is 33,923, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CFG
Where is CFG's gamma max today?
As of Sep 11, 2026, the gamma max for CFG is 72.72, +3.2% from the 70.48 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 CFG above or below its delta neutral price?
CFG closed above delta neutral: 70.48 against a delta neutral price of 63.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CFG have?
33,923 contracts of open interest across 194 listed contracts on Sep 11, 2026, +0.0% 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.