CTMX gamma max, delta neutral & open interest levels
As of close · rank #1791 by open interest · snapshot page
CTMX closed 84.8% above its gamma max of 0.50. It is 7.0% above the delta neutral price of 3.06. Total open interest is 16,078, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CTMX
Where is CTMX's gamma max today?
As of Sep 11, 2026, the gamma max for CTMX is 0.50, -84.8% from the 3.29 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 CTMX above or below its delta neutral price?
CTMX closed above delta neutral: 3.29 against a delta neutral price of 3.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CTMX have?
16,078 contracts of open interest across 71 listed contracts on Sep 11, 2026, +1.3% 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.