COF gamma max, delta neutral & open interest levels
As of close · rank #491 by open interest · 1,379 sessions of history since Dec 1, 2020
COF closed 7.8% below its gamma max of 224.64. It is 1.4% above the delta neutral price of 205.48. Total open interest is 163,295, -2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 20 |
| Open interest percentile (1y) | 46th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | +3.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 221.45 vs 228.93 (-3.4%)
- closed above gamma max at 223.83 vs 222.99 (+0.4%)
- closed below gamma max at 217.76 vs 228.69 (-5.0%)
- closed above gamma max at 221.91 vs 219.96 (+0.9%)
- closed below gamma max at 208.03 vs 220.53 (-6.0%)
- closed above gamma max at 211.93 vs 211.48 (+0.2%)
- closed above delta neutral at 200.10 vs 199.06 (+0.5%)
- closed below delta neutral at 191.95 vs 197.12 (-2.7%)
- closed above delta neutral at 200.95 vs 198.77 (+1.1%)
- closed below delta neutral at 197.86 vs 198.52 (-0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about COF
Where is COF's gamma max today?
As of Sep 11, 2026, the gamma max for COF is 224.64, +7.8% from the 208.30 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 COF above or below its delta neutral price?
COF closed above delta neutral: 208.30 against a delta neutral price of 205.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COF have?
163,295 contracts of open interest across 633 listed contracts on Sep 11, 2026, -2.1% 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.