CGC gamma max, delta neutral & open interest levels
As of close · rank #324 by open interest · 1,379 sessions of history since Dec 1, 2020
CGC closed 7.6% below its gamma max of 1.00. It is 33.7% above the delta neutral price of 0.61. Total open interest is 293,799, -1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 40 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 24th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +2.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 1.03 vs 1.06 (-2.9%)
- closed above gamma max at 1.05 vs 1.03 (+1.8%)
- closed below gamma max at 1.04 vs 1.06 (-1.7%)
- closed above gamma max at 1.00 vs 0.98 (+1.6%)
- closed below gamma max at 0.95 vs 0.98 (-3.1%)
- closed above gamma max at 0.97 vs 0.91 (+6.0%)
- closed below gamma max at 0.93 vs 0.97 (-4.5%)
- closed above gamma max at 0.93 vs 0.88 (+5.9%)
- closed below gamma max at 0.89 vs 0.90 (-1.6%)
- closed above gamma max at 0.89 vs 0.80 (+10.7%)
In today's screens
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Neighbours by open interest
Questions people ask about CGC
Where is CGC's gamma max today?
As of Sep 11, 2026, the gamma max for CGC is 1.00, +7.6% from the 0.93 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 CGC above or below its delta neutral price?
CGC closed above delta neutral: 0.93 against a delta neutral price of 0.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CGC have?
293,799 contracts of open interest across 90 listed contracts on Sep 11, 2026, -1.0% 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.