CRWV gamma max, delta neutral & open interest levels
As of close · rank #45 by open interest · 364 sessions of history since Apr 2, 2025
CRWV closed 25.6% below its gamma max of 111.73. It is 6.4% above the delta neutral price of 83.30. Total open interest is 2,348,513, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 22 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +5.4% |
| Open interest change, 21 sessions | +4.9% |
| History available | Apr 2, 2025 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 84.56 vs 82.67 (+2.2%)
- closed below delta neutral at 81.85 vs 82.50 (-0.8%)
- closed below gamma max at 106.29 vs 112.39 (-5.7%)
- closed above gamma max at 107.73 vs 103.28 (+4.1%)
- closed above delta neutral at 73.90 vs 69.74 (+5.6%)
- closed below delta neutral at 71.88 vs 73.75 (-2.6%)
- closed above delta neutral at 79.58 vs 73.69 (+7.4%)
- closed below delta neutral at 79.94 vs 81.24 (-1.6%)
- closed above delta neutral at 86.54 vs 83.41 (+3.6%)
- closed below delta neutral at 85.74 vs 87.31 (-1.8%)
In today's screens
Neighbours by open interest
Questions people ask about CRWV
Where is CRWV's gamma max today?
As of Sep 11, 2026, the gamma max for CRWV is 111.73, +25.6% from the 88.99 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 CRWV above or below its delta neutral price?
CRWV closed above delta neutral: 88.99 against a delta neutral price of 83.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CRWV have?
2,348,513 contracts of open interest across 1,764 listed contracts on Sep 11, 2026, -2.5% 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.