CSIQ gamma max, delta neutral & open interest levels
As of close · rank #485 by open interest · 1,379 sessions of history since Dec 1, 2020
CSIQ closed 28.9% below its gamma max of 16.45. It is 20.1% above the delta neutral price of 10.20. Total open interest is 167,091, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 30% |
| Gamma max crosses | 48 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 48th |
| Open interest change, 5 sessions | -2.9% |
| Open interest change, 21 sessions | -0.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 19.53 vs 20.74 (-6.2%)
- closed above gamma max at 20.56 vs 20.04 (+2.5%)
- closed below gamma max at 18.30 vs 19.35 (-5.7%)
- closed above gamma max at 20.26 vs 19.41 (+4.2%)
- closed below gamma max at 19.05 vs 19.06 (-0.1%)
- closed above gamma max at 18.88 vs 17.11 (+9.4%)
- closed below gamma max at 16.66 vs 18.77 (-12.7%)
- closed above gamma max at 17.92 vs 13.70 (+23.5%)
- closed below gamma max at 17.87 vs 17.95 (-0.4%)
- closed above gamma max at 16.74 vs 15.46 (+7.6%)
In today's screens
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Neighbours by open interest
Questions people ask about CSIQ
Where is CSIQ's gamma max today?
As of Sep 11, 2026, the gamma max for CSIQ is 16.45, +28.9% from the 12.76 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 CSIQ above or below its delta neutral price?
CSIQ closed above delta neutral: 12.76 against a delta neutral price of 10.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CSIQ have?
167,091 contracts of open interest across 413 listed contracts on Sep 11, 2026, -2.3% 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.