CX gamma max, delta neutral & open interest levels
As of close · rank #1728 by open interest · snapshot page
CX closed 11.9% below its gamma max of 11.96. It is 18.7% above the delta neutral price of 8.69. Total open interest is 17,378, +7.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CX
Where is CX's gamma max today?
As of Sep 11, 2026, the gamma max for CX is 11.96, +11.9% from the 10.69 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 CX above or below its delta neutral price?
CX closed above delta neutral: 10.69 against a delta neutral price of 8.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CX have?
17,378 contracts of open interest across 81 listed contracts on Sep 11, 2026, +7.9% 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.