CGNX gamma max, delta neutral & open interest levels
As of close · rank #1721 by open interest · snapshot page
CGNX closed 9.1% below its gamma max of 70.07. It is 10.1% above the delta neutral price of 57.70. Total open interest is 17,527, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CGNX
Where is CGNX's gamma max today?
As of Sep 11, 2026, the gamma max for CGNX is 70.07, +9.1% from the 64.22 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 CGNX above or below its delta neutral price?
CGNX closed above delta neutral: 64.22 against a delta neutral price of 57.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CGNX have?
17,527 contracts of open interest across 84 listed contracts on Sep 11, 2026, +0.4% 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.