CHGG gamma max, delta neutral & open interest levels
As of close · rank #589 by open interest · 1,379 sessions of history since Dec 1, 2020
CHGG closed 31.9% above its gamma max of 0.50. It is 88.1% above the delta neutral price of 0.09. Total open interest is 122,823, -0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 84% |
| Gamma max crosses | 40 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +30.7% |
| Open interest change, 21 sessions | +26.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 0.84 vs 0.41 (+50.9%)
- closed below gamma max at 0.80 vs 0.84 (-4.9%)
- closed above gamma max at 0.85 vs 0.50 (+41.4%)
- closed below gamma max at 0.92 vs 0.94 (-2.9%)
- closed above gamma max at 0.73 vs 0.71 (+2.2%)
- closed below gamma max at 0.75 vs 0.77 (-2.7%)
- closed above gamma max at 0.71 vs 0.71 (+1.0%)
- closed below gamma max at 0.67 vs 0.70 (-4.4%)
- closed above gamma max at 0.57 vs 0.46 (+19.9%)
- closed below gamma max at 0.45 vs 0.50 (-11.1%)
In today's screens
Neighbours by open interest
Questions people ask about CHGG
Where is CHGG's gamma max today?
As of Sep 11, 2026, the gamma max for CHGG is 0.50, -31.9% from the 0.73 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 CHGG above or below its delta neutral price?
CHGG closed above delta neutral: 0.73 against a delta neutral price of 0.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHGG have?
122,823 contracts of open interest across 55 listed contracts on Sep 11, 2026, -0.7% 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.