CZR gamma max, delta neutral & open interest levels
As of close · rank #379 by open interest · 1,379 sessions of history since Dec 1, 2020
CZR closed 1.1% below its gamma max of 30.00. It is 3.4% above the delta neutral price of 28.66. Total open interest is 231,906, +3.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 19th |
| Open interest change, 5 sessions | +3.2% |
| Open interest change, 21 sessions | -10.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 29.74 vs 30.27 (-1.8%)
- closed above gamma max at 30.12 vs 30.01 (+0.4%)
- closed below gamma max at 29.91 vs 30.03 (-0.4%)
- closed above gamma max at 30.13 vs 30.11 (+0.1%)
- closed below gamma max at 29.82 vs 30.20 (-1.3%)
- closed above gamma max at 30.34 vs 30.03 (+1.0%)
- closed below gamma max at 30.16 vs 30.29 (-0.4%)
- closed above gamma max at 30.18 vs 30.06 (+0.4%)
- closed below gamma max at 30.19 vs 30.31 (-0.4%)
- closed above gamma max at 30.41 vs 30.14 (+0.9%)
In today's screens
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Neighbours by open interest
Questions people ask about CZR
Where is CZR's gamma max today?
As of Sep 11, 2026, the gamma max for CZR is 30.00, +1.1% from the 29.67 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 CZR above or below its delta neutral price?
CZR closed above delta neutral: 29.67 against a delta neutral price of 28.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CZR have?
231,906 contracts of open interest across 242 listed contracts on Sep 11, 2026, +3.4% 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.