CLS gamma max, delta neutral & open interest levels
As of close · rank #572 by open interest · 1,379 sessions of history since Dec 1, 2020
CLS closed 2.2% below its gamma max of 354.17. It is 17.5% above the delta neutral price of 285.88. Total open interest is 128,362, -6.9% 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 | 16 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 82th |
| Open interest change, 5 sessions | -1.5% |
| Open interest change, 21 sessions | +3.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 309.84 vs 284.07 (+8.3%)
- closed below delta neutral at 277.77 vs 283.69 (-2.1%)
- closed below gamma max at 362.96 vs 368.07 (-1.4%)
- closed above gamma max at 371.15 vs 368.52 (+0.7%)
- closed below gamma max at 328.43 vs 348.06 (-6.0%)
- closed above gamma max at 350.20 vs 347.22 (+0.9%)
- closed above delta neutral at 301.34 vs 280.26 (+7.0%)
- closed below delta neutral at 303.86 vs 306.20 (-0.8%)
- closed below gamma max at 425.04 vs 427.38 (-0.6%)
- closed above gamma max at 427.24 vs 420.45 (+1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about CLS
Where is CLS's gamma max today?
As of Sep 11, 2026, the gamma max for CLS is 354.17, +2.2% from the 346.55 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 CLS above or below its delta neutral price?
CLS closed above delta neutral: 346.55 against a delta neutral price of 285.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLS have?
128,362 contracts of open interest across 1,451 listed contracts on Sep 11, 2026, -6.9% 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.