CAH gamma max, delta neutral & open interest levels
As of close · rank #1185 by open interest · snapshot page
CAH closed 4.3% below its gamma max of 244.56. It is 6.9% above the delta neutral price of 218.48. Total open interest is 38,371, -2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CAH
Where is CAH's gamma max today?
As of Sep 11, 2026, the gamma max for CAH is 244.56, +4.3% from the 234.57 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 CAH above or below its delta neutral price?
CAH closed above delta neutral: 234.57 against a delta neutral price of 218.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAH have?
38,371 contracts of open interest across 416 listed contracts on Sep 11, 2026, -2.0% 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.