CHTR gamma max, delta neutral & open interest levels
As of close · rank #429 by open interest · 1,379 sessions of history since Dec 1, 2020
CHTR closed 24.3% below its gamma max of 181.17. It is 4.4% above the delta neutral price of 139.36. Total open interest is 201,776, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | -10.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 140.56 vs 138.93 (+1.2%)
- closed below delta neutral at 133.89 vs 138.03 (-3.1%)
- closed below gamma max at 152.57 vs 159.84 (-4.8%)
- closed above gamma max at 157.44 vs 155.07 (+1.5%)
- closed above delta neutral at 131.61 vs 124.39 (+5.5%)
- closed below delta neutral at 123.31 vs 124.20 (-0.7%)
- closed above delta neutral at 131.24 vs 127.64 (+2.7%)
- closed below delta neutral at 127.91 vs 128.09 (-0.1%)
- closed above delta neutral at 131.89 vs 128.94 (+2.2%)
- closed below delta neutral at 141.79 vs 142.64 (-0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about CHTR
Where is CHTR's gamma max today?
As of Sep 11, 2026, the gamma max for CHTR is 181.17, +24.3% from the 145.77 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 CHTR above or below its delta neutral price?
CHTR closed above delta neutral: 145.77 against a delta neutral price of 139.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHTR have?
201,776 contracts of open interest across 1,014 listed contracts on Sep 11, 2026, -1.8% 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.