CRS gamma max, delta neutral & open interest levels
As of close · rank #2091 by open interest · snapshot page
CRS closed 20.4% below its gamma max of 533.71. It is 5.0% below the delta neutral price of 465.21. Total open interest is 10,831, -0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRS
Where is CRS's gamma max today?
As of Sep 11, 2026, the gamma max for CRS is 533.71, +20.4% from the 443.19 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 CRS above or below its delta neutral price?
CRS closed below delta neutral: 443.19 against a delta neutral price of 465.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRS have?
10,831 contracts of open interest across 442 listed contracts on Sep 11, 2026, -0.7% 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.