CWEB gamma max, delta neutral & open interest levels
As of close · rank #1464 by open interest · snapshot page
CWEB closed 31.5% below its gamma max of 24.53. It is 13.5% above the delta neutral price of 16.13. Total open interest is 25,005, +1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CWEB
Where is CWEB's gamma max today?
As of Sep 11, 2026, the gamma max for CWEB is 24.53, +31.5% from the 18.65 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 CWEB above or below its delta neutral price?
CWEB closed above delta neutral: 18.65 against a delta neutral price of 16.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CWEB have?
25,005 contracts of open interest across 184 listed contracts on Sep 11, 2026, +1.8% 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.