CIBR gamma max, delta neutral & open interest levels
As of close · rank #2024 by open interest · snapshot page
CIBR closed 6.0% below its gamma max of 100.07. It is 8.8% above the delta neutral price of 86.10. Total open interest is 11,931, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CIBR
Where is CIBR's gamma max today?
As of Sep 11, 2026, the gamma max for CIBR is 100.07, +6.0% from the 94.40 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 CIBR above or below its delta neutral price?
CIBR closed above delta neutral: 94.40 against a delta neutral price of 86.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CIBR have?
11,931 contracts of open interest across 187 listed contracts on Sep 11, 2026, +0.5% 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.