CNXC gamma max, delta neutral & open interest levels
As of close · rank #2027 by open interest · snapshot page
CNXC closed 10.0% below its gamma max of 31.07. It is 13.0% above the delta neutral price of 24.57. Total open interest is 11,928, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CNXC
Where is CNXC's gamma max today?
As of Sep 11, 2026, the gamma max for CNXC is 31.07, +10.0% from the 28.24 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 CNXC above or below its delta neutral price?
CNXC closed above delta neutral: 28.24 against a delta neutral price of 24.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CNXC have?
11,928 contracts of open interest across 67 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.