Data through close

CLDX gamma max, delta neutral & open interest levels

As of close · rank #1884 by open interest · snapshot page

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Close
36.90
prev 38.10
Gamma max
84.00
+127.6% from close
Delta neutral
33.03
-10.5% from close
Gamma neutral
60.62
+64.3% from close
Open interest
14,374
+5.1% vs prev
Contracts listed
294
153 calls · 141 puts

CLDX closed 127.6% below its gamma max of 84.00. It is 10.5% above the delta neutral price of 33.03. Total open interest is 14,374, +5.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CLDX

Where is CLDX's gamma max today?

As of Sep 11, 2026, the gamma max for CLDX is 84.00, +127.6% from the 36.90 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 CLDX above or below its delta neutral price?

CLDX closed above delta neutral: 36.90 against a delta neutral price of 33.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CLDX have?

14,374 contracts of open interest across 294 listed contracts on Sep 11, 2026, +5.1% 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.