CRDF gamma max, delta neutral & open interest levels
As of close · rank #1315 by open interest · snapshot page
CRDF closed 1.2% above its gamma max of 1.20. It is 93.1% above the delta neutral price of 0.08. Total open interest is 31,323, +2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRDF
Where is CRDF's gamma max today?
As of Sep 11, 2026, the gamma max for CRDF is 1.20, -1.2% from the 1.21 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 CRDF above or below its delta neutral price?
CRDF closed above delta neutral: 1.21 against a delta neutral price of 0.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRDF have?
31,323 contracts of open interest across 48 listed contracts on Sep 11, 2026, +2.0% 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.