CWEN gamma max, delta neutral & open interest levels
As of close · rank #2102 by open interest · snapshot page
CWEN closed 14.9% below its gamma max of 35.78. It is 3.1% above the delta neutral price of 30.19. Total open interest is 10,713, +0.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CWEN
Where is CWEN's gamma max today?
As of Sep 11, 2026, the gamma max for CWEN is 35.78, +14.9% from the 31.14 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 CWEN above or below its delta neutral price?
CWEN closed above delta neutral: 31.14 against a delta neutral price of 30.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CWEN have?
10,713 contracts of open interest across 56 listed contracts on Sep 11, 2026, +0.3% 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.