CAKE gamma max, delta neutral & open interest levels
As of close · rank #1349 by open interest · snapshot page
CAKE closed 14.0% below its gamma max of 117.06. It is 1.0% above the delta neutral price of 101.66. Total open interest is 29,527, -0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CAKE
Where is CAKE's gamma max today?
As of Sep 11, 2026, the gamma max for CAKE is 117.06, +14.0% from the 102.70 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 CAKE above or below its delta neutral price?
CAKE closed above delta neutral: 102.70 against a delta neutral price of 101.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAKE have?
29,527 contracts of open interest across 325 listed contracts on Sep 11, 2026, -0.4% 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.