CME gamma max, delta neutral & open interest levels
As of close · rank #961 by open interest · snapshot page
CME closed 8.5% below its gamma max of 298.89. It is 2.3% above the delta neutral price of 269.14. Total open interest is 55,865, -1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CME
Where is CME's gamma max today?
As of Sep 11, 2026, the gamma max for CME is 298.89, +8.5% from the 275.54 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 CME above or below its delta neutral price?
CME closed above delta neutral: 275.54 against a delta neutral price of 269.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CME have?
55,865 contracts of open interest across 502 listed contracts on Sep 11, 2026, -1.6% 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.