CRBG gamma max, delta neutral & open interest levels
As of close · rank #1131 by open interest · snapshot page
CRBG closed 27.3% below its gamma max of 44.15. It is 2.8% below the delta neutral price of 35.65. Total open interest is 41,295, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRBG
Where is CRBG's gamma max today?
As of Sep 11, 2026, the gamma max for CRBG is 44.15, +27.3% from the 34.67 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 CRBG above or below its delta neutral price?
CRBG closed below delta neutral: 34.67 against a delta neutral price of 35.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRBG have?
41,295 contracts of open interest across 88 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.