CIM gamma max, delta neutral & open interest levels
As of close · rank #1953 by open interest · snapshot page
CIM closed 9.1% below its gamma max of 12.14. It is 4.8% below the delta neutral price of 11.66. Total open interest is 13,152, -3.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CIM
Where is CIM's gamma max today?
As of Sep 11, 2026, the gamma max for CIM is 12.14, +9.1% from the 11.13 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 CIM above or below its delta neutral price?
CIM closed below delta neutral: 11.13 against a delta neutral price of 11.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CIM have?
13,152 contracts of open interest across 52 listed contracts on Sep 11, 2026, -3.1% 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.