CORZ gamma max, delta neutral & open interest levels
As of close · rank #66 by open interest · 821 sessions of history since Jan 20, 2022
CORZ closed 24.5% below its gamma max of 22.33. It is 13.6% above the delta neutral price of 15.50. Total open interest is 1,714,466, -2.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 23 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 37th |
| Open interest change, 5 sessions | +2.3% |
| Open interest change, 21 sessions | +8.2% |
| History available | Jan 20, 2022 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.01 vs 27.68 (-2.5%)
- closed above gamma max at 27.15 vs 27.02 (+0.5%)
- closed below gamma max at 27.91 vs 29.62 (-6.1%)
- closed above gamma max at 26.37 vs 26.07 (+1.1%)
- closed below gamma max at 22.38 vs 24.77 (-10.7%)
- closed above gamma max at 24.63 vs 22.40 (+9.1%)
- closed below gamma max at 20.81 vs 21.10 (-1.4%)
- closed above gamma max at 20.77 vs 20.68 (+0.4%)
- closed below gamma max at 19.49 vs 20.16 (-3.5%)
- closed above gamma max at 19.94 vs 19.61 (+1.6%)
In today's screens
Neighbours by open interest
Questions people ask about CORZ
Where is CORZ's gamma max today?
As of Sep 11, 2026, the gamma max for CORZ is 22.33, +24.5% from the 17.94 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 CORZ above or below its delta neutral price?
CORZ closed above delta neutral: 17.94 against a delta neutral price of 15.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CORZ have?
1,714,466 contracts of open interest across 582 listed contracts on Sep 11, 2026, -2.1% 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.