CVI gamma max, delta neutral & open interest levels
As of close · rank #1536 by open interest · snapshot page
CVI closed 10.8% above its gamma max of 44.31. It is 40.6% above the delta neutral price of 29.47. Total open interest is 22,287, +4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CVI
Where is CVI's gamma max today?
As of Sep 11, 2026, the gamma max for CVI is 44.31, -10.8% from the 49.66 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 CVI above or below its delta neutral price?
CVI closed above delta neutral: 49.66 against a delta neutral price of 29.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CVI have?
22,287 contracts of open interest across 136 listed contracts on Sep 11, 2026, +4.4% 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.