CLW gamma max, delta neutral & open interest levels
As of close · rank #1833 by open interest · snapshot page
CLW closed 1.1% above its gamma max of 20.02. It is 19.2% above the delta neutral price of 16.34. Total open interest is 15,320, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CLW
Where is CLW's gamma max today?
As of Sep 11, 2026, the gamma max for CLW is 20.02, -1.1% from the 20.24 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 CLW above or below its delta neutral price?
CLW closed above delta neutral: 20.24 against a delta neutral price of 16.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLW have?
15,320 contracts of open interest across 52 listed contracts on Sep 11, 2026, +0.0% 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.