CNP gamma max, delta neutral & open interest levels
As of close · rank #1590 by open interest · snapshot page
CNP closed 2.6% below its gamma max of 40.14. It is 4.5% above the delta neutral price of 37.36. Total open interest is 21,001, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNP
Where is CNP's gamma max today?
As of Sep 11, 2026, the gamma max for CNP is 40.14, +2.6% from the 39.11 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 CNP above or below its delta neutral price?
CNP closed above delta neutral: 39.11 against a delta neutral price of 37.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNP have?
21,001 contracts of open interest across 168 listed contracts on Sep 11, 2026, +0.2% 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.