CVX gamma max, delta neutral & open interest levels
As of close · rank #218 by open interest · 1,379 sessions of history since Dec 1, 2020
CVX closed 1.3% below its gamma max of 216.74. It is 10.3% above the delta neutral price of 192.12. Total open interest is 498,449, -10.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 23th |
| Open interest change, 5 sessions | -10.6% |
| Open interest change, 21 sessions | -11.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 205.78 vs 208.66 (-1.4%)
- closed above gamma max at 205.73 vs 205.12 (+0.3%)
- closed above delta neutral at 173.85 vs 171.54 (+1.3%)
- closed below delta neutral at 171.92 vs 174.50 (-1.5%)
- closed above delta neutral at 176.14 vs 175.18 (+0.5%)
- closed below delta neutral at 180.30 vs 180.38 (-0.0%)
- closed below gamma max at 201.73 vs 204.92 (-1.6%)
- closed above gamma max at 201.44 vs 200.34 (+0.5%)
- closed below gamma max at 182.40 vs 184.17 (-1.0%)
- closed above gamma max at 178.04 vs 175.86 (+1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about CVX
Where is CVX's gamma max today?
As of Sep 11, 2026, the gamma max for CVX is 216.74, +1.3% from the 214.06 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 CVX above or below its delta neutral price?
CVX closed above delta neutral: 214.06 against a delta neutral price of 192.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CVX have?
498,449 contracts of open interest across 618 listed contracts on Sep 11, 2026, -10.2% 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.