CROX gamma max, delta neutral & open interest levels
As of close · rank #1101 by open interest · snapshot page
CROX closed 21.2% below its gamma max of 136.30. It is 0.9% above the delta neutral price of 111.49. Total open interest is 43,075, +0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about CROX
Where is CROX's gamma max today?
As of Sep 11, 2026, the gamma max for CROX is 136.30, +21.2% from the 112.48 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 CROX above or below its delta neutral price?
CROX closed above delta neutral: 112.48 against a delta neutral price of 111.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CROX have?
43,075 contracts of open interest across 418 listed contracts on Sep 11, 2026, +0.0% 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.