CVS gamma max, delta neutral & open interest levels
As of close · rank #310 by open interest · 1,379 sessions of history since Dec 1, 2020
CVS closed 6.5% below its gamma max of 100.77. It is 7.3% above the delta neutral price of 87.72. Total open interest is 312,206, -2.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 23 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 6th |
| Open interest change, 5 sessions | -0.0% |
| Open interest change, 21 sessions | -10.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 103.58 vs 105.17 (-1.5%)
- closed above gamma max at 104.41 vs 104.23 (+0.2%)
- closed below gamma max at 99.16 vs 100.11 (-1.0%)
- closed above gamma max at 98.03 vs 97.64 (+0.4%)
- closed below gamma max at 92.07 vs 94.71 (-2.9%)
- closed above gamma max at 93.25 vs 90.72 (+2.7%)
- closed below gamma max at 94.18 vs 99.62 (-5.8%)
- closed above gamma max at 86.86 vs 86.35 (+0.6%)
- closed below gamma max at 77.94 vs 83.18 (-6.7%)
- closed above gamma max at 78.86 vs 78.79 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about CVS
Where is CVS's gamma max today?
As of Sep 11, 2026, the gamma max for CVS is 100.77, +6.5% from the 94.66 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 CVS above or below its delta neutral price?
CVS closed above delta neutral: 94.66 against a delta neutral price of 87.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CVS have?
312,206 contracts of open interest across 695 listed contracts on Sep 11, 2026, -2.3% 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.