CVNA gamma max, delta neutral & open interest levels
As of close · rank #107 by open interest · 1,379 sessions of history since Dec 1, 2020
CVNA closed 18.7% below its gamma max of 82.09. It is 9.2% above the delta neutral price of 62.83. Total open interest is 1,013,940, -2.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 68th |
| Open interest change, 5 sessions | -3.6% |
| Open interest change, 21 sessions | -14.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 66.56 vs 61.15 (+8.1%)
- closed below delta neutral at 62.86 vs 63.82 (-1.5%)
- closed above delta neutral at 66.19 vs 63.91 (+3.4%)
- closed below delta neutral at 63.65 vs 63.99 (-0.5%)
- closed above delta neutral at 64.91 vs 63.73 (+1.8%)
- closed below delta neutral at 63.35 vs 63.85 (-0.8%)
- closed above delta neutral at 76.23 vs 67.71 (+11.2%)
- closed below delta neutral at 77.94 vs 192.90 (-147.5%)
- closed above delta neutral at 299.60 vs 287.48 (+4.0%)
- closed below delta neutral at 291.17 vs 306.94 (-5.4%)
In today's screens
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Neighbours by open interest
Questions people ask about CVNA
Where is CVNA's gamma max today?
As of Sep 11, 2026, the gamma max for CVNA is 82.09, +18.7% from the 69.16 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 CVNA above or below its delta neutral price?
CVNA closed above delta neutral: 69.16 against a delta neutral price of 62.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CVNA have?
1,013,940 contracts of open interest across 1,203 listed contracts on Sep 11, 2026, -2.6% 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.