CIFR gamma max, delta neutral & open interest levels
As of close · rank #71 by open interest · 1,192 sessions of history since Aug 30, 2021
CIFR closed 21.2% below its gamma max of 20.42. It is 22.8% above the delta neutral price of 13.01. Total open interest is 1,614,542, -4.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 41 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | -1.6% |
| Open interest change, 21 sessions | +8.8% |
| History available | Aug 30, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 20.38 vs 24.51 (-20.3%)
- closed above gamma max at 24.16 vs 23.89 (+1.1%)
- closed below gamma max at 23.15 vs 25.32 (-9.4%)
- closed above gamma max at 25.82 vs 25.74 (+0.3%)
- closed below gamma max at 24.83 vs 27.88 (-12.3%)
- closed above gamma max at 26.03 vs 24.99 (+4.0%)
- closed below gamma max at 28.14 vs 28.85 (-2.6%)
- closed above gamma max at 26.03 vs 25.20 (+3.2%)
- closed below gamma max at 23.10 vs 24.88 (-7.7%)
- closed above gamma max at 24.29 vs 24.15 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about CIFR
Where is CIFR's gamma max today?
As of Sep 11, 2026, the gamma max for CIFR is 20.42, +21.2% from the 16.85 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 CIFR above or below its delta neutral price?
CIFR closed above delta neutral: 16.85 against a delta neutral price of 13.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CIFR have?
1,614,542 contracts of open interest across 903 listed contracts on Sep 11, 2026, -4.1% 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.