CAPR gamma max, delta neutral & open interest levels
As of close · rank #419 by open interest · 1,379 sessions of history since Dec 1, 2020
CAPR closed 11.5% below its gamma max of 9.34. It is 39.3% above the delta neutral price of 5.08. Total open interest is 207,643, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 45% |
| Gamma max crosses | 46 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | +1.9% |
| Open interest change, 21 sessions | -2.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 9.89 vs 10.24 (-3.6%)
- closed above gamma max at 9.36 vs 9.13 (+2.4%)
- closed above delta neutral at 4.18 vs 3.16 (+24.4%)
- closed below delta neutral at 3.93 vs 3.96 (-0.7%)
- closed below gamma max at 4.20 vs 4.75 (-13.2%)
- closed above gamma max at 3.85 vs 3.39 (+11.9%)
- closed above delta neutral at 4.19 vs 3.15 (+24.9%)
- closed below delta neutral at 6.57 vs 10.35 (-57.6%)
- closed above delta neutral at 6.57 vs 5.70 (+13.2%)
- closed below delta neutral at 6.99 vs 7.24 (-3.5%)
In today's screens
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Neighbours by open interest
Questions people ask about CAPR
Where is CAPR's gamma max today?
As of Sep 11, 2026, the gamma max for CAPR is 9.34, +11.5% from the 8.37 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 CAPR above or below its delta neutral price?
CAPR closed above delta neutral: 8.37 against a delta neutral price of 5.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAPR have?
207,643 contracts of open interest across 383 listed contracts on Sep 11, 2026, -0.2% 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.