CRM gamma max, delta neutral & open interest levels
As of close · rank #120 by open interest · 1,379 sessions of history since Dec 1, 2020
CRM closed 9.1% below its gamma max of 270.20. It is 9.2% above the delta neutral price of 225.05. Total open interest is 897,864, -5.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 73th |
| Open interest change, 5 sessions | -8.7% |
| Open interest change, 21 sessions | -8.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 256.00 vs 258.96 (-1.2%)
- closed above gamma max at 252.05 vs 241.09 (+4.3%)
- closed above delta neutral at 173.60 vs 172.35 (+0.7%)
- closed below delta neutral at 170.06 vs 171.85 (-1.1%)
- closed above delta neutral at 173.79 vs 172.11 (+1.0%)
- closed below delta neutral at 170.77 vs 171.88 (-0.6%)
- closed above delta neutral at 172.68 vs 171.41 (+0.7%)
- closed below delta neutral at 167.56 vs 169.67 (-1.3%)
- closed above delta neutral at 171.22 vs 170.55 (+0.4%)
- closed below delta neutral at 166.58 vs 169.47 (-1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about CRM
Where is CRM's gamma max today?
As of Sep 11, 2026, the gamma max for CRM is 270.20, +9.1% from the 247.72 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 CRM above or below its delta neutral price?
CRM closed above delta neutral: 247.72 against a delta neutral price of 225.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRM have?
897,864 contracts of open interest across 1,219 listed contracts on Sep 11, 2026, -5.7% 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.