CYPH gamma max, delta neutral & open interest levels
As of close · rank #650 by open interest · 207 sessions of history since Nov 14, 2025
CYPH closed 0.3% below its gamma max of 2.27. It is 56.2% above the delta neutral price of 0.99. Total open interest is 103,473, +2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 207 sessions
| Sessions closed above gamma max | 85% |
| Gamma max crosses | 45 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +55.0% |
| Open interest change, 21 sessions | +186.3% |
| History available | Nov 14, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 2.20 vs 2.28 (-3.8%)
- closed above gamma max at 1.07 vs 0.93 (+12.8%)
- closed below gamma max at 0.71 vs 0.79 (-11.4%)
- closed above gamma max at 0.65 vs 0.50 (+22.8%)
- closed below gamma max at 0.68 vs 0.78 (-14.9%)
- closed above gamma max at 0.68 vs 0.51 (+24.6%)
- closed below gamma max at 0.67 vs 0.75 (-11.8%)
- closed above gamma max at 0.73 vs 0.50 (+31.8%)
- closed below gamma max at 0.69 vs 0.77 (-11.2%)
- closed above gamma max at 0.59 vs 0.50 (+15.3%)
In today's screens
Neighbours by open interest
Questions people ask about CYPH
Where is CYPH's gamma max today?
As of Sep 11, 2026, the gamma max for CYPH is 2.27, +0.3% from the 2.27 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 CYPH above or below its delta neutral price?
CYPH closed above delta neutral: 2.27 against a delta neutral price of 0.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CYPH have?
103,473 contracts of open interest across 50 listed contracts on Sep 11, 2026, +2.4% 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.