CGAU gamma max, delta neutral & open interest levels
As of close · rank #1931 by open interest · snapshot page
CGAU closed 1.1% above its gamma max of 22.39. It is 32.2% above the delta neutral price of 15.34. Total open interest is 13,451, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CGAU
Where is CGAU's gamma max today?
As of Sep 11, 2026, the gamma max for CGAU is 22.39, -1.1% from the 22.63 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 CGAU above or below its delta neutral price?
CGAU closed above delta neutral: 22.63 against a delta neutral price of 15.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CGAU have?
13,451 contracts of open interest across 57 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.