Data through close

CRBU gamma max, delta neutral & open interest levels

As of close · rank #2139 by open interest · snapshot page

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Close
1.27
prev 1.37
Gamma max
1.01
-20.3% from close
Delta neutral
0.81
-36.1% from close
Gamma neutral
1.27
0.0% from close
Open interest
10,168
-0.2% vs prev
Contracts listed
38
23 calls · 16 puts

CRBU closed 20.3% above its gamma max of 1.01. It is 36.1% above the delta neutral price of 0.81. Total open interest is 10,168, -0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CRBU

Where is CRBU's gamma max today?

As of Sep 11, 2026, the gamma max for CRBU is 1.01, -20.3% from the 1.27 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 CRBU above or below its delta neutral price?

CRBU closed above delta neutral: 1.27 against a delta neutral price of 0.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CRBU have?

10,168 contracts of open interest across 38 listed contracts on Sep 11, 2026, -0.2% 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.