CRBP gamma max, delta neutral & open interest levels
As of close · rank #1050 by open interest · snapshot page
CRBP closed 7.6% above its gamma max of 7.50. It is 46.6% above the delta neutral price of 4.34. Total open interest is 46,731, +5.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRBP
Where is CRBP's gamma max today?
As of Sep 11, 2026, the gamma max for CRBP is 7.50, -7.6% from the 8.12 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 CRBP above or below its delta neutral price?
CRBP closed above delta neutral: 8.12 against a delta neutral price of 4.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRBP have?
46,731 contracts of open interest across 53 listed contracts on Sep 11, 2026, +5.6% 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.