CSCO gamma max, delta neutral & open interest levels
As of close · rank #108 by open interest · 1,379 sessions of history since Dec 1, 2020
CSCO closed 8.4% below its gamma max of 121.55. It is 4.8% above the delta neutral price of 106.78. Total open interest is 1,002,253, -2.7% 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 | 16 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 58th |
| Open interest change, 5 sessions | -3.1% |
| Open interest change, 21 sessions | +5.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 126.55 vs 128.08 (-1.2%)
- closed above gamma max at 128.04 vs 125.50 (+2.0%)
- closed below gamma max at 118.33 vs 120.19 (-1.6%)
- closed above gamma max at 120.41 vs 119.12 (+1.1%)
- closed below gamma max at 118.88 vs 119.91 (-0.9%)
- closed above gamma max at 96.57 vs 94.47 (+2.2%)
- closed below gamma max at 89.70 vs 89.70 (-0.0%)
- closed above gamma max at 87.71 vs 87.54 (+0.2%)
- closed above delta neutral at 76.85 vs 74.03 (+3.7%)
- closed below delta neutral at 75.00 vs 75.40 (-0.5%)
In today's screens
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Neighbours by open interest
Questions people ask about CSCO
Where is CSCO's gamma max today?
As of Sep 11, 2026, the gamma max for CSCO is 121.55, +8.4% from the 112.13 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 CSCO above or below its delta neutral price?
CSCO closed above delta neutral: 112.13 against a delta neutral price of 106.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CSCO have?
1,002,253 contracts of open interest across 928 listed contracts on Sep 11, 2026, -2.7% 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.