Data through close

CMPS gamma max, delta neutral & open interest levels

As of close · rank #564 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
14.35
prev 14.22
Gamma max
14.72
+2.6% from close
Delta neutral
7.01
-51.1% from close
Gamma neutral
14.35
0.0% from close
Open interest
130,447
+0.3% vs prev
Contracts listed
173
113 calls · 72 puts

CMPS closed 2.6% below its gamma max of 14.72. It is 51.1% above the delta neutral price of 7.01. Total open interest is 130,447, +0.3% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max58%
Gamma max crosses35
Delta neutral crosses6
Open interest percentile (1y)90th
Open interest change, 5 sessions+8.6%
Open interest change, 21 sessions-9.5%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 14.22 vs 14.77 (-3.8%)
  2. closed above gamma max at 15.17 vs 14.83 (+2.3%)
  3. closed below gamma max at 13.73 vs 14.05 (-2.3%)
  4. closed above gamma max at 13.33 vs 13.22 (+0.8%)
  5. closed below gamma max at 13.29 vs 13.83 (-4.1%)
  6. closed above gamma max at 14.22 vs 13.91 (+2.2%)
  7. closed below gamma max at 11.26 vs 12.05 (-7.0%)
  8. closed above gamma max at 12.35 vs 7.61 (+38.3%)
  9. closed below gamma max at 13.31 vs 13.38 (-0.6%)
  10. closed above gamma max at 10.62 vs 10.61 (+0.1%)

In today's screens

Neighbours by open interest

Questions people ask about CMPS

Where is CMPS's gamma max today?

As of Sep 11, 2026, the gamma max for CMPS is 14.72, +2.6% from the 14.35 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 CMPS above or below its delta neutral price?

CMPS closed above delta neutral: 14.35 against a delta neutral price of 7.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CMPS have?

130,447 contracts of open interest across 173 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.