CWVX gamma max, delta neutral & open interest levels
As of close · rank #1912 by open interest · snapshot page
CWVX closed 26.5% below its gamma max of 20.53. It is 6.7% above the delta neutral price of 15.15. Total open interest is 13,784, +3.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CWVX
Where is CWVX's gamma max today?
As of Sep 11, 2026, the gamma max for CWVX is 20.53, +26.5% from the 16.23 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 CWVX above or below its delta neutral price?
CWVX closed above delta neutral: 16.23 against a delta neutral price of 15.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CWVX have?
13,784 contracts of open interest across 270 listed contracts on Sep 11, 2026, +3.0% 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.