CLYM gamma max, delta neutral & open interest levels
As of close · rank #1216 by open interest · snapshot page
CLYM closed 83.9% below its gamma max of 26.21. It is 14.7% below the delta neutral price of 16.34. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 36,789, +1.8% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about CLYM
Where is CLYM's gamma max today?
As of Sep 11, 2026, the gamma max for CLYM is 26.21, +83.9% from the 14.25 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 CLYM above or below its delta neutral price?
CLYM closed below delta neutral: 14.25 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 CLYM have?
36,789 contracts of open interest across 86 listed contracts on Sep 11, 2026, +1.8% 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.