CRON gamma max, delta neutral & open interest levels
As of close · rank #643 by open interest · 1,379 sessions of history since Dec 1, 2020
CRON closed 0.5% above its gamma max of 3.12. It is 60.9% above the delta neutral price of 1.23. Total open interest is 104,690, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 80% |
| Gamma max crosses | 58 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | +0.8% |
| Open interest change, 21 sessions | +14.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 2.79 vs 2.41 (+13.5%)
- closed below gamma max at 2.75 vs 2.86 (-3.9%)
- closed above gamma max at 2.75 vs 2.20 (+20.0%)
- closed below gamma max at 2.75 vs 2.87 (-4.2%)
- closed above gamma max at 2.86 vs 2.85 (+0.2%)
- closed below gamma max at 2.78 vs 2.93 (-5.3%)
- closed above gamma max at 2.71 vs 2.49 (+8.1%)
- closed below gamma max at 2.67 vs 2.84 (-6.2%)
- closed above gamma max at 2.79 vs 1.95 (+30.2%)
- closed below gamma max at 2.77 vs 2.86 (-3.4%)
In today's screens
Neighbours by open interest
Questions people ask about CRON
Where is CRON's gamma max today?
As of Sep 11, 2026, the gamma max for CRON is 3.12, -0.5% from the 3.14 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 CRON above or below its delta neutral price?
CRON closed above delta neutral: 3.14 against a delta neutral price of 1.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRON have?
104,690 contracts of open interest across 69 listed contracts on Sep 11, 2026, +0.2% 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.