COR gamma max, delta neutral & open interest levels
As of close · rank #1771 by open interest · snapshot page
COR closed 4.3% below its gamma max of 335.47. It is 3.3% above the delta neutral price of 311.03. Total open interest is 16,379, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about COR
Where is COR's gamma max today?
As of Sep 11, 2026, the gamma max for COR is 335.47, +4.3% from the 321.57 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 COR above or below its delta neutral price?
COR closed above delta neutral: 321.57 against a delta neutral price of 311.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does COR have?
16,379 contracts of open interest across 332 listed contracts on Sep 11, 2026, -0.3% 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.