CRK gamma max, delta neutral & open interest levels
As of close · rank #635 by open interest · 1,379 sessions of history since Dec 1, 2020
CRK closed 4.2% above its gamma max of 14.16. It is 10.3% above the delta neutral price of 13.26. Total open interest is 107,868, +0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 18% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | +6.1% |
| Open interest change, 21 sessions | +25.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 14.28 vs 14.01 (+1.9%)
- closed below gamma max at 13.92 vs 14.33 (-2.9%)
- closed above gamma max at 14.36 vs 14.30 (+0.4%)
- closed below gamma max at 14.11 vs 14.52 (-2.8%)
- closed above gamma max at 14.92 vs 14.44 (+3.2%)
- closed above delta neutral at 13.56 vs 13.18 (+2.8%)
- closed below delta neutral at 13.18 vs 13.31 (-1.0%)
- closed above delta neutral at 14.82 vs 14.47 (+2.4%)
- closed below delta neutral at 15.10 vs 15.27 (-1.1%)
- closed below gamma max at 23.84 vs 23.85 (-0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about CRK
Where is CRK's gamma max today?
As of Sep 11, 2026, the gamma max for CRK is 14.16, -4.2% from the 14.78 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 CRK above or below its delta neutral price?
CRK closed above delta neutral: 14.78 against a delta neutral price of 13.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRK have?
107,868 contracts of open interest across 237 listed contracts on Sep 11, 2026, +0.9% 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.