CRH gamma max, delta neutral & open interest levels
As of close · rank #1233 by open interest · snapshot page
CRH closed 22.2% below its gamma max of 108.21. It is 6.8% below the delta neutral price of 94.54. Total open interest is 35,749, -7.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRH
Where is CRH's gamma max today?
As of Sep 11, 2026, the gamma max for CRH is 108.21, +22.2% from the 88.55 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 CRH above or below its delta neutral price?
CRH closed below delta neutral: 88.55 against a delta neutral price of 94.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRH have?
35,749 contracts of open interest across 348 listed contracts on Sep 11, 2026, -7.5% 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.