Data through close

CAMT gamma max, delta neutral & open interest levels

As of close · rank #1148 by open interest · snapshot page

Interactive chart Download CSV
Close
147.97
prev 144.25
Gamma max
180.38
+21.9% from close
Delta neutral
124.25
-16.0% from close
Gamma neutral
113.49
-23.3% from close
Open interest
40,392
+0.8% vs prev
Contracts listed
302
165 calls · 140 puts

CAMT closed 21.9% below its gamma max of 180.38. It is 16.0% above the delta neutral price of 124.25. Total open interest is 40,392, +0.8% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about CAMT

Where is CAMT's gamma max today?

As of Sep 11, 2026, the gamma max for CAMT is 180.38, +21.9% from the 147.97 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 CAMT above or below its delta neutral price?

CAMT closed above delta neutral: 147.97 against a delta neutral price of 124.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CAMT have?

40,392 contracts of open interest across 302 listed contracts on Sep 11, 2026, +0.8% 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.