Data through close

CLOV gamma max, delta neutral & open interest levels

As of close · rank #328 by open interest · 1,352 sessions of history since Jan 11, 2021

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Close
4.82
prev 4.71
Gamma max
4.71
-2.2% from close
Delta neutral
2.36
-51.0% from close
Gamma neutral
0.53
-88.9% from close
Open interest
287,482
-0.4% vs prev
Contracts listed
196
141 calls · 98 puts

CLOV closed 2.2% above its gamma max of 4.71. It is 51.0% above the delta neutral price of 2.36. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 287,482, -0.4% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max17%
Gamma max crosses44
Delta neutral crosses0
Open interest percentile (1y)15th
Open interest change, 5 sessions-1.1%
Open interest change, 21 sessions-18.0%
History availableJan 11, 2021 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 4.82 vs 4.71 (+2.2%)
  2. closed below gamma max at 4.34 vs 4.55 (-4.9%)
  3. closed above gamma max at 4.29 vs 3.20 (+25.5%)
  4. closed below gamma max at 4.30 vs 4.57 (-6.2%)
  5. closed above gamma max at 4.10 vs 2.76 (+32.7%)
  6. closed below gamma max at 4.27 vs 4.70 (-10.0%)
  7. closed above gamma max at 4.33 vs 2.84 (+34.5%)
  8. closed below gamma max at 4.34 vs 4.51 (-3.8%)
  9. closed above gamma max at 4.32 vs 3.29 (+24.0%)
  10. closed below gamma max at 4.50 vs 4.99 (-10.9%)

In today's screens

Neighbours by open interest

Questions people ask about CLOV

Where is CLOV's gamma max today?

As of Sep 11, 2026, the gamma max for CLOV is 4.71, -2.2% from the 4.82 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 CLOV above or below its delta neutral price?

CLOV closed above delta neutral: 4.82 against a delta neutral price of 2.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CLOV have?

287,482 contracts of open interest across 196 listed contracts on Sep 11, 2026, -0.4% 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.