CRML gamma max, delta neutral & open interest levels
As of close · rank #336 by open interest · 296 sessions of history since Jul 11, 2025
CRML closed 31.2% below its gamma max of 8.44. It is 8.6% below the delta neutral price of 6.99. Total open interest is 268,941, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 34 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 73th |
| Open interest change, 5 sessions | +1.0% |
| Open interest change, 21 sessions | -13.0% |
| History available | Jul 11, 2025 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 6.72 vs 7.01 (-4.2%)
- closed below gamma max at 7.99 vs 8.08 (-1.2%)
- closed above gamma max at 8.10 vs 7.70 (+4.9%)
- closed above delta neutral at 7.11 vs 6.15 (+13.5%)
- closed below delta neutral at 7.25 vs 7.89 (-8.8%)
- closed below gamma max at 7.25 vs 9.60 (-32.4%)
- closed above delta neutral at 6.68 vs 5.18 (+22.5%)
- closed above gamma max at 6.68 vs 6.50 (+2.8%)
- closed below delta neutral at 6.38 vs 6.77 (-6.1%)
- closed above delta neutral at 5.49 vs 1.06 (+80.7%)
In today's screens
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Neighbours by open interest
Questions people ask about CRML
Where is CRML's gamma max today?
As of Sep 11, 2026, the gamma max for CRML is 8.44, +31.2% from the 6.43 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 CRML above or below its delta neutral price?
CRML closed below delta neutral: 6.43 against a delta neutral price of 6.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRML have?
268,941 contracts of open interest across 247 listed contracts on Sep 11, 2026, -2.5% 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.