CIEN gamma max, delta neutral & open interest levels
As of close · rank #642 by open interest · 1,379 sessions of history since Dec 1, 2020
CIEN closed 29.2% below its gamma max of 451.46. It is 0.4% below the delta neutral price of 351.06. Total open interest is 105,030, -8.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 33 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -7.4% |
| Open interest change, 21 sessions | +18.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 360.38 vs 374.12 (-3.8%)
- closed above delta neutral at 372.07 vs 365.36 (+1.8%)
- closed below delta neutral at 350.51 vs 361.82 (-3.2%)
- closed above delta neutral at 374.41 vs 367.14 (+1.9%)
- closed below delta neutral at 388.81 vs 391.92 (-0.8%)
- closed above delta neutral at 434.65 vs 409.45 (+5.8%)
- closed below delta neutral at 439.34 vs 439.83 (-0.1%)
- closed below gamma max at 437.70 vs 439.24 (-0.4%)
- closed above gamma max at 429.38 vs 428.75 (+0.1%)
- closed below gamma max at 383.89 vs 412.08 (-7.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CIEN
Where is CIEN's gamma max today?
As of Sep 11, 2026, the gamma max for CIEN is 451.46, +29.2% from the 349.54 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 CIEN above or below its delta neutral price?
CIEN closed below delta neutral: 349.54 against a delta neutral price of 351.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CIEN have?
105,030 contracts of open interest across 1,654 listed contracts on Sep 11, 2026, -8.1% 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.