CADL gamma max, delta neutral & open interest levels
As of close · rank #1938 by open interest · snapshot page
CADL closed 36.0% above its gamma max of 6.75. It is 42.9% above the delta neutral price of 6.02. Total open interest is 13,299, +2.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CADL
Where is CADL's gamma max today?
As of Sep 11, 2026, the gamma max for CADL is 6.75, -36.0% from the 10.55 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 CADL above or below its delta neutral price?
CADL closed above delta neutral: 10.55 against a delta neutral price of 6.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CADL have?
13,299 contracts of open interest across 105 listed contracts on Sep 11, 2026, +2.6% 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.