CRTO gamma max, delta neutral & open interest levels
As of close · rank #2026 by open interest · snapshot page
CRTO closed 13.9% below its gamma max of 19.86. It is 13.8% above the delta neutral price of 15.03. Total open interest is 11,928, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CRTO
Where is CRTO's gamma max today?
As of Sep 11, 2026, the gamma max for CRTO is 19.86, +13.9% from the 17.44 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 CRTO above or below its delta neutral price?
CRTO closed above delta neutral: 17.44 against a delta neutral price of 15.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRTO have?
11,928 contracts of open interest across 56 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.