CNR gamma max, delta neutral & open interest levels
As of close · rank #1446 by open interest · snapshot page
CNR closed 9.3% below its gamma max of 106.53. It is 3.8% above the delta neutral price of 93.79. Total open interest is 25,496, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNR
Where is CNR's gamma max today?
As of Sep 11, 2026, the gamma max for CNR is 106.53, +9.3% from the 97.47 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 CNR above or below its delta neutral price?
CNR closed above delta neutral: 97.47 against a delta neutral price of 93.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNR have?
25,496 contracts of open interest across 118 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.