CANE gamma max, delta neutral & open interest levels
As of close · rank #780 by open interest · snapshot page
CANE closed 1.6% above its gamma max of 11.34. It is 17.0% above the delta neutral price of 9.57. Total open interest is 78,050, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CANE
Where is CANE's gamma max today?
As of Sep 11, 2026, the gamma max for CANE is 11.34, -1.6% from the 11.52 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 CANE above or below its delta neutral price?
CANE closed above delta neutral: 11.52 against a delta neutral price of 9.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CANE have?
78,050 contracts of open interest across 60 listed contracts on Sep 11, 2026, -0.3% 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.