Data through close

CAR gamma max, delta neutral & open interest levels

As of close · rank #672 by open interest · snapshot page

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Close
121.74
prev 126.74
Gamma max
194.41
+59.7% from close
Delta neutral
150.05
+23.3% from close
Gamma neutral
148.02
+21.6% from close
Open interest
98,611
-3.4% vs prev
Contracts listed
1,433
945 calls · 488 puts

CAR closed 59.7% below its gamma max of 194.41. It is 23.3% below the delta neutral price of 150.05. Total open interest is 98,611, -3.4% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about CAR

Where is CAR's gamma max today?

As of Sep 11, 2026, the gamma max for CAR is 194.41, +59.7% from the 121.74 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 CAR above or below its delta neutral price?

CAR closed below delta neutral: 121.74 against a delta neutral price of 150.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does CAR have?

98,611 contracts of open interest across 1,433 listed contracts on Sep 11, 2026, -3.4% 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.