CNQ gamma max, delta neutral & open interest levels
As of close · rank #551 by open interest · 1,378 sessions of history since Dec 1, 2020
CNQ closed 0.5% below its gamma max of 50.33. It is 15.1% above the delta neutral price of 42.53. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 138,175, -5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 43th |
| Open interest change, 5 sessions | -2.3% |
| Open interest change, 21 sessions | -1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 50.07 vs 50.33 (-0.5%)
- closed above gamma max at 50.07 vs 49.90 (+0.3%)
- closed below gamma max at 49.59 vs 49.88 (-0.6%)
- closed above gamma max at 49.59 vs 49.12 (+0.9%)
- closed below gamma max at 46.36 vs 48.57 (-4.8%)
- closed above gamma max at 47.68 vs 47.59 (+0.2%)
- closed below gamma max at 46.44 vs 47.29 (-1.8%)
- closed above gamma max at 47.01 vs 46.27 (+1.6%)
- closed below gamma max at 46.83 vs 49.00 (-4.6%)
- closed above gamma max at 48.69 vs 48.22 (+1.0%)
In today's screens
Neighbours by open interest
Questions people ask about CNQ
Where is CNQ's gamma max today?
As of Sep 11, 2026, the gamma max for CNQ is 50.33, +0.5% from the 50.07 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 CNQ above or below its delta neutral price?
CNQ closed above delta neutral: 50.07 against a delta neutral price of 42.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNQ have?
138,175 contracts of open interest across 247 listed contracts on Sep 11, 2026, -5.6% 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.