CHKP gamma max, delta neutral & open interest levels
As of close · rank #852 by open interest · snapshot page
CHKP closed 9.2% below its gamma max of 143.78. It is 3.5% above the delta neutral price of 127.03. Total open interest is 68,439, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CHKP
Where is CHKP's gamma max today?
As of Sep 11, 2026, the gamma max for CHKP is 143.78, +9.2% from the 131.64 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 CHKP above or below its delta neutral price?
CHKP closed above delta neutral: 131.64 against a delta neutral price of 127.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHKP have?
68,439 contracts of open interest across 236 listed contracts on Sep 11, 2026, +0.6% 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.