CSX gamma max, delta neutral & open interest levels
As of close · rank #382 by open interest · 1,379 sessions of history since Dec 1, 2020
CSX closed 7.8% below its gamma max of 52.78. It is 8.1% above the delta neutral price of 45.00. Total open interest is 231,787, -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 | 14% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 33th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | -2.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 53.23 vs 56.86 (-6.8%)
- closed above gamma max at 52.81 vs 52.27 (+1.0%)
- closed below gamma max at 48.89 vs 49.54 (-1.3%)
- closed above gamma max at 48.33 vs 47.95 (+0.8%)
- closed below gamma max at 45.41 vs 46.03 (-1.4%)
- closed above gamma max at 46.18 vs 45.99 (+0.4%)
- closed below gamma max at 42.69 vs 43.30 (-1.4%)
- closed above gamma max at 42.65 vs 42.35 (+0.7%)
- closed below gamma max at 42.22 vs 42.36 (-0.3%)
- closed above gamma max at 39.87 vs 39.38 (+1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CSX
Where is CSX's gamma max today?
As of Sep 11, 2026, the gamma max for CSX is 52.78, +7.8% from the 48.95 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 CSX above or below its delta neutral price?
CSX closed above delta neutral: 48.95 against a delta neutral price of 45.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CSX have?
231,787 contracts of open interest across 363 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.