CHYM gamma max, delta neutral & open interest levels
As of close · rank #592 by open interest · 312 sessions of history since Jun 17, 2025
CHYM closed 5.2% below its gamma max of 34.71. It is 23.6% above the delta neutral price of 25.20. Total open interest is 122,395, +1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 9 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +5.5% |
| Open interest change, 21 sessions | -4.4% |
| History available | Jun 17, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 32.67 vs 34.39 (-5.3%)
- closed above gamma max at 34.55 vs 34.49 (+0.2%)
- closed below gamma max at 32.70 vs 32.99 (-0.9%)
- closed above gamma max at 31.95 vs 30.08 (+5.9%)
- closed below gamma max at 33.07 vs 34.96 (-5.7%)
- closed above gamma max at 30.85 vs 29.88 (+3.2%)
- closed below gamma max at 29.10 vs 29.84 (-2.5%)
- closed above gamma max at 31.25 vs 28.87 (+7.6%)
- closed above delta neutral at 19.69 vs 19.16 (+2.7%)
- closed below delta neutral at 19.34 vs 19.96 (-3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CHYM
Where is CHYM's gamma max today?
As of Sep 11, 2026, the gamma max for CHYM is 34.71, +5.2% from the 33.00 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 CHYM above or below its delta neutral price?
CHYM closed above delta neutral: 33.00 against a delta neutral price of 25.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CHYM have?
122,395 contracts of open interest across 165 listed contracts on Sep 11, 2026, +1.0% 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.