COLD gamma max, delta neutral & open interest levels
As of close · rank #1652 by open interest · snapshot page
COLD closed 3.9% below its gamma max of 15.19. It is 4.9% above the delta neutral price of 13.90. Total open interest is 19,465, +0.9% 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 COLD
Where is COLD's gamma max today?
As of Sep 11, 2026, the gamma max for COLD is 15.19, +3.9% from the 14.62 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 COLD above or below its delta neutral price?
COLD closed above delta neutral: 14.62 against a delta neutral price of 13.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COLD have?
19,465 contracts of open interest across 72 listed contracts on Sep 11, 2026, +0.9% 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.