CRSP gamma max, delta neutral & open interest levels
As of close · rank #832 by open interest · snapshot page
CRSP closed 23.4% below its gamma max of 63.84. It is 4.9% above the delta neutral price of 49.20. Total open interest is 70,254, -4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRSP
Where is CRSP's gamma max today?
As of Sep 11, 2026, the gamma max for CRSP is 63.84, +23.4% from the 51.72 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 CRSP above or below its delta neutral price?
CRSP closed above delta neutral: 51.72 against a delta neutral price of 49.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRSP have?
70,254 contracts of open interest across 409 listed contracts on Sep 11, 2026, -4.4% 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.