CRWD gamma max, delta neutral & open interest levels
As of close · rank #83 by open interest · 1,379 sessions of history since Dec 1, 2020
CRWD closed 10.9% below its gamma max of 229.31. It is 32.9% above the delta neutral price of 138.82. Total open interest is 1,258,068, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 84th |
| Open interest change, 5 sessions | -5.3% |
| Open interest change, 21 sessions | -5.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 218.40 vs 232.43 (-6.4%)
- closed above gamma max at 227.96 vs 221.05 (+3.0%)
- closed below gamma max at 221.90 vs 228.47 (-3.0%)
- closed above gamma max at 225.16 vs 222.67 (+1.1%)
- closed below gamma max at 206.77 vs 211.65 (-2.4%)
- closed above gamma max at 210.73 vs 208.76 (+0.9%)
- closed below gamma max at 747.61 vs 769.82 (-3.0%)
- closed above gamma max at 731.00 vs 657.45 (+10.1%)
- closed below gamma max at 671.55 vs 672.27 (-0.1%)
- closed above gamma max at 663.46 vs 639.62 (+3.6%)
In today's screens
Neighbours by open interest
Questions people ask about CRWD
Where is CRWD's gamma max today?
As of Sep 11, 2026, the gamma max for CRWD is 229.31, +10.9% from the 206.74 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 CRWD above or below its delta neutral price?
CRWD closed above delta neutral: 206.74 against a delta neutral price of 138.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRWD have?
1,258,068 contracts of open interest across 2,585 listed contracts on Sep 11, 2026, -2.4% 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.