CNK gamma max, delta neutral & open interest levels
As of close · rank #1680 by open interest · snapshot page
CNK closed 43.9% below its gamma max of 50.48. It is 4.9% below the delta neutral price of 36.81. Total open interest is 18,970, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNK
Where is CNK's gamma max today?
As of Sep 11, 2026, the gamma max for CNK is 50.48, +43.9% from the 35.08 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 CNK above or below its delta neutral price?
CNK closed below delta neutral: 35.08 against a delta neutral price of 36.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNK have?
18,970 contracts of open interest across 204 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.