CI gamma max, delta neutral & open interest levels
As of close · rank #730 by open interest · snapshot page
CI closed 2.4% below its gamma max of 287.53. It is 7.7% above the delta neutral price of 259.14. Total open interest is 87,140, -2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CI
Where is CI's gamma max today?
As of Sep 11, 2026, the gamma max for CI is 287.53, +2.4% from the 280.76 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 CI above or below its delta neutral price?
CI closed above delta neutral: 280.76 against a delta neutral price of 259.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CI have?
87,140 contracts of open interest across 471 listed contracts on Sep 11, 2026, -2.0% 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.