CNI gamma max, delta neutral & open interest levels
As of close · rank #1891 by open interest · snapshot page
CNI closed 1.2% above its gamma max of 120.75. It is 8.0% above the delta neutral price of 112.51. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,265, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNI
Where is CNI's gamma max today?
As of Sep 11, 2026, the gamma max for CNI is 120.75, -1.2% from the 122.25 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 CNI above or below its delta neutral price?
CNI closed above delta neutral: 122.25 against a delta neutral price of 112.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNI have?
14,265 contracts of open interest across 94 listed contracts on Sep 11, 2026, +0.0% 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.