CAL gamma max, delta neutral & open interest levels
As of close · rank #1807 by open interest · snapshot page
CAL closed 19.2% below its gamma max of 14.92. It is 0.5% above the delta neutral price of 12.44. Total open interest is 15,737, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CAL
Where is CAL's gamma max today?
As of Sep 11, 2026, the gamma max for CAL is 14.92, +19.2% from the 12.51 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 CAL above or below its delta neutral price?
CAL closed above delta neutral: 12.51 against a delta neutral price of 12.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAL have?
15,737 contracts of open interest across 57 listed contracts on Sep 11, 2026, +1.2% 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.