CABA gamma max, delta neutral & open interest levels
As of close · rank #1126 by open interest · snapshot page
CABA closed 25.7% below its gamma max of 3.43. It is 43.0% above the delta neutral price of 1.56. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 41,413, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CABA
Where is CABA's gamma max today?
As of Sep 11, 2026, the gamma max for CABA is 3.43, +25.7% from the 2.73 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 CABA above or below its delta neutral price?
CABA closed above delta neutral: 2.73 against a delta neutral price of 1.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CABA have?
41,413 contracts of open interest across 106 listed contracts on Sep 11, 2026, +1.7% 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.