CRI gamma max, delta neutral & open interest levels
As of close · rank #1970 by open interest · snapshot page
CRI closed 14.0% below its gamma max of 34.68. It is 2.6% above the delta neutral price of 29.64. Total open interest is 12,857, +5.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRI
Where is CRI's gamma max today?
As of Sep 11, 2026, the gamma max for CRI is 34.68, +14.0% from the 30.43 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 CRI above or below its delta neutral price?
CRI closed above delta neutral: 30.43 against a delta neutral price of 29.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRI have?
12,857 contracts of open interest across 73 listed contracts on Sep 11, 2026, +5.9% 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.