CALY gamma max, delta neutral & open interest levels
As of close · rank #2137 by open interest · snapshot page
CALY closed 14.9% below its gamma max of 17.76. It is 6.8% above the delta neutral price of 14.41. Total open interest is 10,205, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CALY
Where is CALY's gamma max today?
As of Sep 11, 2026, the gamma max for CALY is 17.76, +14.9% from the 15.46 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 CALY above or below its delta neutral price?
CALY closed above delta neutral: 15.46 against a delta neutral price of 14.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CALY have?
10,205 contracts of open interest across 86 listed contracts on Sep 11, 2026, -0.0% 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.