COO gamma max, delta neutral & open interest levels
As of close · rank #1400 by open interest · snapshot page
COO closed 38.1% below its gamma max of 74.43. It is 11.0% below the delta neutral price of 59.84. Total open interest is 27,570, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about COO
Where is COO's gamma max today?
As of Sep 11, 2026, the gamma max for COO is 74.43, +38.1% from the 53.91 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 COO above or below its delta neutral price?
COO closed below delta neutral: 53.91 against a delta neutral price of 59.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COO have?
27,570 contracts of open interest across 103 listed contracts on Sep 11, 2026, -0.5% 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.