CNC gamma max, delta neutral & open interest levels
As of close · rank #318 by open interest · 1,379 sessions of history since Dec 1, 2020
CNC closed 8.7% below its gamma max of 72.18. It is 22.1% above the delta neutral price of 51.77. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 303,090, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 41% |
| Gamma max crosses | 58 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 10th |
| Open interest change, 5 sessions | -0.5% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 66.42 vs 72.18 (-8.7%)
- closed above gamma max at 65.63 vs 18.37 (+72.0%)
- closed below gamma max at 65.02 vs 69.97 (-7.6%)
- closed above gamma max at 64.43 vs 16.74 (+74.0%)
- closed below gamma max at 67.48 vs 70.89 (-5.1%)
- closed above gamma max at 62.22 vs 15.62 (+74.9%)
- closed below gamma max at 60.84 vs 66.51 (-9.3%)
- closed above gamma max at 63.91 vs 13.30 (+79.2%)
- closed below gamma max at 64.08 vs 73.15 (-14.2%)
- closed above gamma max at 65.88 vs 21.04 (+68.1%)
In today's screens
Neighbours by open interest
Questions people ask about CNC
Where is CNC's gamma max today?
As of Sep 11, 2026, the gamma max for CNC is 72.18, +8.7% from the 66.42 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 CNC above or below its delta neutral price?
CNC closed above delta neutral: 66.42 against a delta neutral price of 51.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNC have?
303,090 contracts of open interest across 499 listed contracts on Sep 11, 2026, -1.9% 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.