Data through close

COPX gamma max, delta neutral & open interest levels

As of close · rank #282 by open interest · 1,301 sessions of history since Mar 25, 2021

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Close
88.53
prev 88.61
Gamma max
99.79
+12.7% from close
Delta neutral
80.37
-9.2% from close
Gamma neutral
76.02
-14.1% from close
Open interest
365,638
+0.6% vs prev
Contracts listed
882
467 calls · 429 puts

COPX closed 12.7% below its gamma max of 99.79. It is 9.2% above the delta neutral price of 80.37. Total open interest is 365,638, +0.6% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max13%
Gamma max crosses24
Delta neutral crosses8
Open interest percentile (1y)100th
Open interest change, 5 sessions+18.2%
Open interest change, 21 sessions+33.5%
History availableMar 25, 2021 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 75.40 vs 73.62 (+2.4%)
  2. closed below delta neutral at 73.04 vs 73.73 (-0.9%)
  3. closed below gamma max at 89.31 vs 91.47 (-2.4%)
  4. closed above gamma max at 92.05 vs 91.20 (+0.9%)
  5. closed above delta neutral at 76.20 vs 72.14 (+5.3%)
  6. closed below delta neutral at 70.75 vs 71.40 (-0.9%)
  7. closed above delta neutral at 71.61 vs 71.38 (+0.3%)
  8. closed below delta neutral at 70.89 vs 71.99 (-1.6%)
  9. closed above delta neutral at 73.55 vs 72.49 (+1.4%)
  10. closed below delta neutral at 74.93 vs 75.70 (-1.0%)

In today's screens

Neighbours by open interest

Questions people ask about COPX

Where is COPX's gamma max today?

As of Sep 11, 2026, the gamma max for COPX is 99.79, +12.7% from the 88.53 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 COPX above or below its delta neutral price?

COPX closed above delta neutral: 88.53 against a delta neutral price of 80.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does COPX have?

365,638 contracts of open interest across 882 listed contracts on Sep 11, 2026, +0.6% 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.