CRNC gamma max, delta neutral & open interest levels
As of close · rank #1533 by open interest · snapshot page
CRNC closed 9.9% below its gamma max of 9.35. It is 21.0% above the delta neutral price of 6.72. Total open interest is 22,313, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRNC
Where is CRNC's gamma max today?
As of Sep 11, 2026, the gamma max for CRNC is 9.35, +9.9% from the 8.51 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 CRNC above or below its delta neutral price?
CRNC closed above delta neutral: 8.51 against a delta neutral price of 6.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRNC have?
22,313 contracts of open interest across 181 listed contracts on Sep 11, 2026, +0.1% 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.