CVE gamma max, delta neutral & open interest levels
As of close · rank #495 by open interest · 1,379 sessions of history since Dec 1, 2020
CVE closed 5.5% below its gamma max of 34.93. It is 12.7% above the delta neutral price of 28.90. Total open interest is 160,594, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 31% |
| Gamma max crosses | 56 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 48th |
| Open interest change, 5 sessions | +2.6% |
| Open interest change, 21 sessions | +2.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 32.80 vs 33.39 (-1.8%)
- closed above gamma max at 32.81 vs 32.17 (+2.0%)
- closed below gamma max at 33.13 vs 34.57 (-4.3%)
- closed above gamma max at 31.58 vs 23.13 (+26.8%)
- closed below gamma max at 31.48 vs 32.71 (-3.9%)
- closed above gamma max at 32.48 vs 32.40 (+0.2%)
- closed below gamma max at 32.48 vs 32.63 (-0.5%)
- closed above gamma max at 32.52 vs 32.15 (+1.2%)
- closed below gamma max at 29.57 vs 30.04 (-1.6%)
- closed above gamma max at 30.32 vs 29.63 (+2.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CVE
Where is CVE's gamma max today?
As of Sep 11, 2026, the gamma max for CVE is 34.93, +5.5% from the 33.11 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 CVE above or below its delta neutral price?
CVE closed above delta neutral: 33.11 against a delta neutral price of 28.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CVE have?
160,594 contracts of open interest across 227 listed contracts on Sep 11, 2026, -0.2% 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.