CPB gamma max, delta neutral & open interest levels
As of close · rank #433 by open interest · 1,379 sessions of history since Dec 1, 2020
CPB closed 20.7% below its gamma max of 25.35. It is 5.9% below the delta neutral price of 22.24. Total open interest is 200,595, -3.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 19 |
| Open interest percentile (1y) | 89th |
| Open interest change, 5 sessions | -7.7% |
| Open interest change, 21 sessions | +8.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 22.13 vs 23.06 (-4.2%)
- closed above delta neutral at 22.37 vs 22.05 (+1.4%)
- closed below delta neutral at 21.98 vs 21.99 (-0.1%)
- closed above delta neutral at 22.37 vs 21.80 (+2.5%)
- closed below delta neutral at 21.88 vs 21.91 (-0.1%)
- closed above delta neutral at 22.65 vs 22.36 (+1.3%)
- closed below delta neutral at 21.99 vs 22.42 (-2.0%)
- closed below gamma max at 22.27 vs 22.59 (-1.4%)
- closed above gamma max at 22.73 vs 22.57 (+0.7%)
- closed above delta neutral at 22.23 vs 21.88 (+1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about CPB
Where is CPB's gamma max today?
As of Sep 11, 2026, the gamma max for CPB is 25.35, +20.7% from the 21.00 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 CPB above or below its delta neutral price?
CPB closed below delta neutral: 21.00 against a delta neutral price of 22.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPB have?
200,595 contracts of open interest across 436 listed contracts on Sep 11, 2026, -3.9% 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.