CNH gamma max, delta neutral & open interest levels
As of close · rank #909 by open interest · snapshot page
CNH closed 6.0% above its gamma max of 12.77. It is 25.0% above the delta neutral price of 10.18. Total open interest is 61,596, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNH
Where is CNH's gamma max today?
As of Sep 11, 2026, the gamma max for CNH is 12.77, -6.0% from the 13.58 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 CNH above or below its delta neutral price?
CNH closed above delta neutral: 13.58 against a delta neutral price of 10.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNH have?
61,596 contracts of open interest across 58 listed contracts on Sep 11, 2026, -0.1% 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.