CMBT gamma max, delta neutral & open interest levels
As of close · rank #1380 by open interest · snapshot page
CMBT closed 0.1% below its gamma max of 19.51. It is 16.8% above the delta neutral price of 16.21. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 28,516, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CMBT
Where is CMBT's gamma max today?
As of Sep 11, 2026, the gamma max for CMBT is 19.51, +0.1% from the 19.48 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 CMBT above or below its delta neutral price?
CMBT closed above delta neutral: 19.48 against a delta neutral price of 16.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CMBT have?
28,516 contracts of open interest across 55 listed contracts on Sep 11, 2026, +0.1% 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.