CAG gamma max, delta neutral & open interest levels
As of close · rank #421 by open interest · 1,379 sessions of history since Dec 1, 2020
CAG closed 4.8% below its gamma max of 15.29. It is 0.4% above the delta neutral price of 14.54. Total open interest is 206,418, -1.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -2.1% |
| Open interest change, 21 sessions | -3.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 16.20 vs 16.33 (-0.8%)
- closed above gamma max at 16.22 vs 15.64 (+3.6%)
- closed below gamma max at 15.03 vs 15.60 (-3.8%)
- closed above gamma max at 14.78 vs 14.76 (+0.1%)
- closed above delta neutral at 13.83 vs 13.64 (+1.4%)
- closed below delta neutral at 13.36 vs 13.47 (-0.9%)
- closed above delta neutral at 14.31 vs 13.83 (+3.4%)
- closed below delta neutral at 13.46 vs 13.52 (-0.4%)
- closed above delta neutral at 13.57 vs 13.48 (+0.7%)
- closed below delta neutral at 13.16 vs 13.17 (-0.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about CAG
Where is CAG's gamma max today?
As of Sep 11, 2026, the gamma max for CAG is 15.29, +4.8% from the 14.60 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 CAG above or below its delta neutral price?
CAG closed above delta neutral: 14.60 against a delta neutral price of 14.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAG have?
206,418 contracts of open interest across 251 listed contracts on Sep 11, 2026, -1.6% 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.