CLF gamma max, delta neutral & open interest levels
As of close · rank #155 by open interest · 1,379 sessions of history since Dec 1, 2020
CLF closed 8.8% below its gamma max of 13.13. It is 11.8% above the delta neutral price of 10.64. Total open interest is 709,198, -2.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 15 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 50th |
| Open interest change, 5 sessions | -5.2% |
| Open interest change, 21 sessions | -5.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 12.23 vs 12.85 (-5.0%)
- closed above gamma max at 12.65 vs 12.33 (+2.5%)
- closed below gamma max at 13.63 vs 14.15 (-3.8%)
- closed above gamma max at 13.78 vs 13.78 (+0.0%)
- closed below gamma max at 12.68 vs 13.30 (-4.9%)
- closed above gamma max at 11.98 vs 11.48 (+4.2%)
- closed above delta neutral at 8.31 vs 8.14 (+2.1%)
- closed below delta neutral at 9.55 vs 9.83 (-3.0%)
- closed above delta neutral at 10.65 vs 10.07 (+5.4%)
- closed below delta neutral at 10.27 vs 10.40 (-1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CLF
Where is CLF's gamma max today?
As of Sep 11, 2026, the gamma max for CLF is 13.13, +8.8% from the 12.06 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 CLF above or below its delta neutral price?
CLF closed above delta neutral: 12.06 against a delta neutral price of 10.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLF have?
709,198 contracts of open interest across 460 listed contracts on Sep 11, 2026, -2.7% 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.