CL gamma max, delta neutral & open interest levels
As of close · rank #818 by open interest · snapshot page
CL closed 11.5% below its gamma max of 96.74. It is 0.4% below the delta neutral price of 87.19. Total open interest is 72,402, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CL
Where is CL's gamma max today?
As of Sep 11, 2026, the gamma max for CL is 96.74, +11.5% from the 86.80 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 CL above or below its delta neutral price?
CL closed below delta neutral: 86.80 against a delta neutral price of 87.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CL have?
72,402 contracts of open interest across 405 listed contracts on Sep 11, 2026, -0.2% 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.