CMCSA gamma max, delta neutral & open interest levels
As of close · rank #142 by open interest · 1,379 sessions of history since Dec 1, 2020
CMCSA closed 14.0% below its gamma max of 28.72. It is 5.6% above the delta neutral price of 23.79. Total open interest is 754,887, -2.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 26 |
| Open interest percentile (1y) | 53th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -11.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 22.80 vs 22.47 (+1.4%)
- closed below delta neutral at 21.92 vs 22.42 (-2.3%)
- closed above delta neutral at 23.09 vs 22.87 (+1.0%)
- closed below delta neutral at 22.66 vs 23.18 (-2.3%)
- closed above delta neutral at 25.17 vs 24.56 (+2.5%)
- closed below delta neutral at 27.51 vs 27.72 (-0.7%)
- closed above delta neutral at 28.30 vs 28.25 (+0.2%)
- closed below delta neutral at 27.93 vs 28.09 (-0.6%)
- closed above delta neutral at 28.31 vs 28.26 (+0.2%)
- closed below delta neutral at 28.05 vs 28.32 (-1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about CMCSA
Where is CMCSA's gamma max today?
As of Sep 11, 2026, the gamma max for CMCSA is 28.72, +14.0% from the 25.20 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 CMCSA above or below its delta neutral price?
CMCSA closed above delta neutral: 25.20 against a delta neutral price of 23.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CMCSA have?
754,887 contracts of open interest across 396 listed contracts on Sep 11, 2026, -2.9% 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.