CMI gamma max, delta neutral & open interest levels
As of close · rank #1508 by open interest · snapshot page
CMI closed 20.3% below its gamma max of 669.97. It is 3.4% below the delta neutral price of 575.90. Total open interest is 23,281, -0.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CMI
Where is CMI's gamma max today?
As of Sep 11, 2026, the gamma max for CMI is 669.97, +20.3% from the 556.75 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 CMI above or below its delta neutral price?
CMI closed below delta neutral: 556.75 against a delta neutral price of 575.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CMI have?
23,281 contracts of open interest across 476 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.