CLX gamma max, delta neutral & open interest levels
As of close · rank #745 by open interest · snapshot page
CLX closed 24.3% below its gamma max of 109.11. It is 10.9% below the delta neutral price of 97.34. Total open interest is 83,831, -4.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CLX
Where is CLX's gamma max today?
As of Sep 11, 2026, the gamma max for CLX is 109.11, +24.3% from the 87.76 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 CLX above or below its delta neutral price?
CLX closed below delta neutral: 87.76 against a delta neutral price of 97.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CLX have?
83,831 contracts of open interest across 224 listed contracts on Sep 11, 2026, -4.2% 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.