CHRW gamma max, delta neutral & open interest levels
As of close · rank #1019 by open interest · snapshot page
CHRW closed 0.4% below its gamma max of 153.37. It is 21.0% above the delta neutral price of 120.70. Total open interest is 49,309, +3.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CHRW
Where is CHRW's gamma max today?
As of Sep 11, 2026, the gamma max for CHRW is 153.37, +0.4% from the 152.78 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 CHRW above or below its delta neutral price?
CHRW closed above delta neutral: 152.78 against a delta neutral price of 120.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHRW have?
49,309 contracts of open interest across 312 listed contracts on Sep 11, 2026, +3.0% 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.