CRGY gamma max, delta neutral & open interest levels
As of close · rank #803 by open interest · snapshot page
CRGY closed 0.2% below its gamma max of 14.69. It is 26.7% above the delta neutral price of 10.74. Total open interest is 74,749, +3.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRGY
Where is CRGY's gamma max today?
As of Sep 11, 2026, the gamma max for CRGY is 14.69, +0.2% from the 14.66 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 CRGY above or below its delta neutral price?
CRGY closed above delta neutral: 14.66 against a delta neutral price of 10.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRGY have?
74,749 contracts of open interest across 117 listed contracts on Sep 11, 2026, +3.4% 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.