CMG gamma max, delta neutral & open interest levels
As of close · rank #147 by open interest · 1,379 sessions of history since Dec 1, 2020
CMG closed 9.7% below its gamma max of 39.72. It is 1.2% above the delta neutral price of 35.76. Total open interest is 721,092, -7.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 6th |
| Open interest change, 5 sessions | -5.7% |
| Open interest change, 21 sessions | -21.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 34.65 vs 33.75 (+2.6%)
- closed below delta neutral at 33.36 vs 33.47 (-0.3%)
- closed above delta neutral at 33.51 vs 33.40 (+0.3%)
- closed below delta neutral at 33.71 vs 34.20 (-1.4%)
- closed above delta neutral at 34.49 vs 34.09 (+1.2%)
- closed below delta neutral at 33.82 vs 34.28 (-1.4%)
- closed above delta neutral at 33.51 vs 32.91 (+1.8%)
- closed below delta neutral at 33.32 vs 33.58 (-0.8%)
- closed above delta neutral at 34.44 vs 33.96 (+1.4%)
- closed below delta neutral at 34.21 vs 34.26 (-0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CMG
Where is CMG's gamma max today?
As of Sep 11, 2026, the gamma max for CMG is 39.72, +9.7% from the 36.20 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 CMG above or below its delta neutral price?
CMG closed above delta neutral: 36.20 against a delta neutral price of 35.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CMG have?
721,092 contracts of open interest across 612 listed contracts on Sep 11, 2026, -7.0% 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.