CIA gamma max, delta neutral & open interest levels
As of close · rank #999 by open interest · snapshot page
CIA closed 179.3% below its gamma max of 10.00. It is 324.8% below the delta neutral price of 15.21. Total open interest is 51,348, -0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CIA
Where is CIA's gamma max today?
As of Sep 11, 2026, the gamma max for CIA is 10.00, +179.3% from the 3.58 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 CIA above or below its delta neutral price?
CIA closed below delta neutral: 3.58 against a delta neutral price of 15.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CIA have?
51,348 contracts of open interest across 20 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.