CPNG gamma max, delta neutral & open interest levels
As of close · rank #171 by open interest · 1,306 sessions of history since Mar 18, 2021
CPNG closed 22.2% below its gamma max of 18.48. It is 4.7% above the delta neutral price of 14.40. Total open interest is 651,132, -0.4% 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 | 9 |
| Delta neutral crosses | 26 |
| Open interest percentile (1y) | 80th |
| Open interest change, 5 sessions | +1.6% |
| Open interest change, 21 sessions | -8.1% |
| History available | Mar 18, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 18.00 vs 18.85 (-4.7%)
- closed above gamma max at 18.03 vs 17.58 (+2.5%)
- closed below gamma max at 16.82 vs 18.05 (-7.3%)
- closed above gamma max at 17.25 vs 17.02 (+1.4%)
- closed above delta neutral at 15.73 vs 15.55 (+1.2%)
- closed below delta neutral at 17.89 vs 18.82 (-5.2%)
- closed above delta neutral at 19.68 vs 19.36 (+1.6%)
- closed below delta neutral at 19.19 vs 19.19 (-0.0%)
- closed above delta neutral at 19.51 vs 19.32 (+1.0%)
- closed below delta neutral at 18.52 vs 19.16 (-3.4%)
In today's screens
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Neighbours by open interest
Questions people ask about CPNG
Where is CPNG's gamma max today?
As of Sep 11, 2026, the gamma max for CPNG is 18.48, +22.2% from the 15.12 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 CPNG above or below its delta neutral price?
CPNG closed above delta neutral: 15.12 against a delta neutral price of 14.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPNG have?
651,132 contracts of open interest across 435 listed contracts on Sep 11, 2026, -0.4% 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.