CM gamma max, delta neutral & open interest levels
As of close · rank #1546 by open interest · snapshot page
CM closed 2.3% below its gamma max of 117.24. It is 2.0% above the delta neutral price of 112.35. Total open interest is 22,102, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CM
Where is CM's gamma max today?
As of Sep 11, 2026, the gamma max for CM is 117.24, +2.3% from the 114.64 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 CM above or below its delta neutral price?
CM closed above delta neutral: 114.64 against a delta neutral price of 112.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CM have?
22,102 contracts of open interest across 157 listed contracts on Sep 11, 2026, +0.3% 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.