CAI gamma max, delta neutral & open interest levels
As of close · rank #2082 by open interest · snapshot page
CAI closed 9.5% below its gamma max of 26.66. It is 36.3% above the delta neutral price of 15.52. Total open interest is 10,907, -0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CAI
Where is CAI's gamma max today?
As of Sep 11, 2026, the gamma max for CAI is 26.66, +9.5% from the 24.34 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 CAI above or below its delta neutral price?
CAI closed above delta neutral: 24.34 against a delta neutral price of 15.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAI have?
10,907 contracts of open interest across 117 listed contracts on Sep 11, 2026, -0.9% 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.