Data through close

CNXC gamma max, delta neutral & open interest levels

As of close · rank #2027 by open interest · snapshot page

Interactive chart Download CSV
Close
28.24
prev 27.00
Gamma max
31.07
+10.0% from close
Delta neutral
24.57
-13.0% from close
Gamma neutral
24.79
-12.2% from close
Open interest
11,928
-0.1% vs prev
Contracts listed
67
37 calls · 40 puts

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

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

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.