Data through close

CTVA gamma max, delta neutral & open interest levels

As of close · rank #1498 by open interest · snapshot page

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Close
83.90
prev 84.49
Gamma max
89.16
+6.3% from close
Delta neutral
81.30
-3.1% from close
Gamma neutral
78.74
-6.2% from close
Open interest
23,740
+0.1% vs prev
Contracts listed
96
59 calls · 47 puts

CTVA closed 6.3% below its gamma max of 89.16. It is 3.1% above the delta neutral price of 81.30. Total open interest is 23,740, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CTVA

Where is CTVA's gamma max today?

As of Sep 11, 2026, the gamma max for CTVA is 89.16, +6.3% from the 83.90 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 CTVA above or below its delta neutral price?

CTVA closed above delta neutral: 83.90 against a delta neutral price of 81.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CTVA have?

23,740 contracts of open interest across 96 listed contracts on Sep 11, 2026, +0.1% 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.