Data through close

CYRX gamma max, delta neutral & open interest levels

As of close · rank #1005 by open interest · snapshot page

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Close
15.55
prev 15.27
Gamma max
16.65
+7.1% from close
Delta neutral
5.63
-63.8% from close
Gamma neutral
4.17
-73.2% from close
Open interest
50,785
+0.1% vs prev
Contracts listed
61
42 calls · 22 puts

CYRX closed 7.1% below its gamma max of 16.65. It is 63.8% above the delta neutral price of 5.63. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 50,785, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CYRX

Where is CYRX's gamma max today?

As of Sep 11, 2026, the gamma max for CYRX is 16.65, +7.1% from the 15.55 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 CYRX above or below its delta neutral price?

CYRX closed above delta neutral: 15.55 against a delta neutral price of 5.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CYRX have?

50,785 contracts of open interest across 61 listed contracts on Sep 11, 2026, +0.1% 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.