CXW gamma max, delta neutral & open interest levels
As of close · rank #570 by open interest · 1,379 sessions of history since Dec 1, 2020
CXW closed 2.2% above its gamma max of 34.17. It is 19.4% above the delta neutral price of 28.14. Total open interest is 128,690, +1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 36% |
| Gamma max crosses | 47 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +3.8% |
| Open interest change, 21 sessions | -14.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 34.41 vs 34.16 (+0.7%)
- closed below gamma max at 34.37 vs 34.77 (-1.1%)
- closed above gamma max at 33.66 vs 33.35 (+0.9%)
- closed below gamma max at 32.72 vs 33.08 (-1.1%)
- closed above gamma max at 34.01 vs 33.41 (+1.8%)
- closed below gamma max at 32.40 vs 33.27 (-2.7%)
- closed above gamma max at 33.58 vs 33.50 (+0.2%)
- closed below gamma max at 31.60 vs 32.26 (-2.1%)
- closed above gamma max at 32.27 vs 31.36 (+2.8%)
- closed below gamma max at 32.24 vs 32.24 (-0.0%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CXW
Where is CXW's gamma max today?
As of Sep 11, 2026, the gamma max for CXW is 34.17, -2.2% from the 34.93 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 CXW above or below its delta neutral price?
CXW closed above delta neutral: 34.93 against a delta neutral price of 28.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CXW have?
128,690 contracts of open interest across 209 listed contracts on Sep 11, 2026, +1.0% 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.