COHR gamma max, delta neutral & open interest levels
As of close · rank #363 by open interest · 1,329 sessions of history since Dec 1, 2020
COHR closed 22.9% below its gamma max of 375.38. It is 4.9% above the delta neutral price of 290.37. Total open interest is 244,761, -7.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | -4.2% |
| Open interest change, 21 sessions | +1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 301.88 vs 285.54 (+5.4%)
- closed below delta neutral at 279.20 vs 291.65 (-4.5%)
- closed above delta neutral at 294.37 vs 293.95 (+0.1%)
- closed below delta neutral at 306.43 vs 314.05 (-2.5%)
- closed above delta neutral at 288.14 vs 278.56 (+3.3%)
- closed below delta neutral at 282.39 vs 292.17 (-3.5%)
- closed above delta neutral at 317.22 vs 292.21 (+7.9%)
- closed below delta neutral at 299.38 vs 308.50 (-3.0%)
- closed above delta neutral at 327.24 vs 319.49 (+2.4%)
- closed below delta neutral at 314.19 vs 321.35 (-2.3%)
In today's screens
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Neighbours by open interest
Questions people ask about COHR
Where is COHR's gamma max today?
As of Sep 11, 2026, the gamma max for COHR is 375.38, +22.9% from the 305.37 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 COHR above or below its delta neutral price?
COHR closed above delta neutral: 305.37 against a delta neutral price of 290.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COHR have?
244,761 contracts of open interest across 1,431 listed contracts on Sep 11, 2026, -7.5% 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.