CRCL gamma max, delta neutral & open interest levels
As of close · rank #136 by open interest · 317 sessions of history since Jun 10, 2025
CRCL closed 18.5% below its gamma max of 107.39. It is 12.2% above the delta neutral price of 79.57. Total open interest is 783,271, -8.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 79th |
| Open interest change, 5 sessions | -4.4% |
| Open interest change, 21 sessions | +0.9% |
| History available | Jun 10, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 102.05 vs 111.97 (-9.7%)
- closed above gamma max at 103.23 vs 102.50 (+0.7%)
- closed above delta neutral at 71.16 vs 67.41 (+5.3%)
- closed below delta neutral at 62.18 vs 65.40 (-5.2%)
- closed above delta neutral at 71.08 vs 65.95 (+7.2%)
- closed below delta neutral at 75.45 vs 79.44 (-5.3%)
- closed above delta neutral at 80.50 vs 80.48 (+0.0%)
- closed below delta neutral at 79.72 vs 82.18 (-3.1%)
- closed above delta neutral at 83.37 vs 83.17 (+0.2%)
- closed below delta neutral at 80.26 vs 86.16 (-7.3%)
In today's screens
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Neighbours by open interest
Questions people ask about CRCL
Where is CRCL's gamma max today?
As of Sep 11, 2026, the gamma max for CRCL is 107.39, +18.5% from the 90.60 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 CRCL above or below its delta neutral price?
CRCL closed above delta neutral: 90.60 against a delta neutral price of 79.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRCL have?
783,271 contracts of open interest across 1,325 listed contracts on Sep 11, 2026, -8.2% 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.