CLMT gamma max, delta neutral & open interest levels
As of close · rank #555 by open interest · 1,379 sessions of history since Dec 1, 2020
CLMT closed 3.2% above its gamma max of 54.99. It is 49.9% above the delta neutral price of 28.48. Total open interest is 136,585, +0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 40% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | +3.2% |
| Open interest change, 21 sessions | +4.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 53.91 vs 53.86 (+0.1%)
- closed below gamma max at 53.13 vs 53.70 (-1.1%)
- closed above gamma max at 53.50 vs 53.24 (+0.5%)
- closed below gamma max at 49.19 vs 50.78 (-3.2%)
- closed above gamma max at 50.81 vs 49.70 (+2.2%)
- closed below gamma max at 48.35 vs 48.42 (-0.1%)
- closed above gamma max at 45.47 vs 44.79 (+1.5%)
- closed below gamma max at 41.56 vs 42.05 (-1.2%)
- closed above gamma max at 41.48 vs 40.95 (+1.3%)
- closed below gamma max at 41.28 vs 41.49 (-0.5%)
In today's screens
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Neighbours by open interest
Questions people ask about CLMT
Where is CLMT's gamma max today?
As of Sep 11, 2026, the gamma max for CLMT is 54.99, -3.2% from the 56.80 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 CLMT above or below its delta neutral price?
CLMT closed above delta neutral: 56.80 against a delta neutral price of 28.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLMT have?
136,585 contracts of open interest across 326 listed contracts on Sep 11, 2026, +0.3% 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.