CPER gamma max, delta neutral & open interest levels
As of close · rank #658 by open interest · 1,379 sessions of history since Dec 1, 2020
CPER closed 7.8% below its gamma max of 42.23. It is 22.0% above the delta neutral price of 30.58. Total open interest is 101,497, +0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 27% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 56th |
| Open interest change, 5 sessions | +4.3% |
| Open interest change, 21 sessions | +2.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 40.76 vs 41.23 (-1.2%)
- closed above gamma max at 40.85 vs 40.69 (+0.4%)
- closed below gamma max at 38.81 vs 39.03 (-0.6%)
- closed above gamma max at 38.86 vs 38.75 (+0.3%)
- closed below gamma max at 38.64 vs 38.83 (-0.5%)
- closed above gamma max at 39.55 vs 39.35 (+0.5%)
- closed below gamma max at 38.08 vs 39.64 (-4.1%)
- closed above gamma max at 39.73 vs 39.60 (+0.3%)
- closed below gamma max at 39.42 vs 40.37 (-2.4%)
- closed above gamma max at 40.58 vs 40.43 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about CPER
Where is CPER's gamma max today?
As of Sep 11, 2026, the gamma max for CPER is 42.23, +7.8% from the 39.18 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 CPER above or below its delta neutral price?
CPER closed above delta neutral: 39.18 against a delta neutral price of 30.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPER have?
101,497 contracts of open interest across 240 listed contracts on Sep 11, 2026, +0.8% 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.