CSWC gamma max, delta neutral & open interest levels
As of close · rank #1755 by open interest · snapshot page
CSWC closed 3.3% below its gamma max of 25.00. It is 6.3% below the delta neutral price of 25.72. Total open interest is 16,962, +3.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CSWC
Where is CSWC's gamma max today?
As of Sep 11, 2026, the gamma max for CSWC is 25.00, +3.3% from the 24.19 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 CSWC above or below its delta neutral price?
CSWC closed below delta neutral: 24.19 against a delta neutral price of 25.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CSWC have?
16,962 contracts of open interest across 31 listed contracts on Sep 11, 2026, +3.1% 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.