CNM gamma max, delta neutral & open interest levels
As of close · rank #1511 by open interest · snapshot page
CNM closed 12.9% below its gamma max of 45.86. It is 0.8% above the delta neutral price of 40.29. Total open interest is 23,122, -2.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CNM
Where is CNM's gamma max today?
As of Sep 11, 2026, the gamma max for CNM is 45.86, +12.9% from the 40.62 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 CNM above or below its delta neutral price?
CNM closed above delta neutral: 40.62 against a delta neutral price of 40.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNM have?
23,122 contracts of open interest across 153 listed contracts on Sep 11, 2026, -2.0% 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.