CG gamma max, delta neutral & open interest levels
As of close · rank #407 by open interest · 1,379 sessions of history since Dec 1, 2020
CG closed 20.6% below its gamma max of 51.04. It is 7.1% below the delta neutral price of 45.33. Total open interest is 216,777, -0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 18% |
| Gamma max crosses | 9 |
| Delta neutral crosses | 5 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | +0.7% |
| Open interest change, 21 sessions | -42.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 45.95 vs 46.13 (-0.4%)
- closed below gamma max at 49.37 vs 51.55 (-4.4%)
- closed above gamma max at 48.36 vs 47.77 (+1.2%)
- closed below gamma max at 47.79 vs 48.36 (-1.2%)
- closed above gamma max at 48.91 vs 47.43 (+3.0%)
- closed above delta neutral at 42.11 vs 38.36 (+8.9%)
- closed below delta neutral at 45.65 vs 46.38 (-1.6%)
- closed above delta neutral at 45.43 vs 45.39 (+0.1%)
- closed below delta neutral at 45.55 vs 46.24 (-1.5%)
- closed below gamma max at 52.68 vs 54.84 (-4.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CG
Where is CG's gamma max today?
As of Sep 11, 2026, the gamma max for CG is 51.04, +20.6% from the 42.34 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 CG above or below its delta neutral price?
CG closed below delta neutral: 42.34 against a delta neutral price of 45.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CG have?
216,777 contracts of open interest across 192 listed contracts on Sep 11, 2026, -0.8% 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.