CARR gamma max, delta neutral & open interest levels
As of close · rank #507 by open interest · 1,379 sessions of history since Dec 1, 2020
CARR closed 25.8% below its gamma max of 72.31. It is 5.1% below the delta neutral price of 60.36. Total open interest is 155,445, -3.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 89th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | +19.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 63.96 vs 65.01 (-1.6%)
- closed above delta neutral at 65.43 vs 65.24 (+0.3%)
- closed below delta neutral at 63.16 vs 65.78 (-4.2%)
- closed above delta neutral at 61.32 vs 60.30 (+1.7%)
- closed below delta neutral at 58.55 vs 59.50 (-1.6%)
- closed above delta neutral at 61.46 vs 59.60 (+3.0%)
- closed below delta neutral at 58.35 vs 59.74 (-2.4%)
- closed below gamma max at 64.14 vs 67.95 (-5.9%)
- closed above gamma max at 64.33 vs 62.89 (+2.2%)
- closed below gamma max at 67.11 vs 67.65 (-0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about CARR
Where is CARR's gamma max today?
As of Sep 11, 2026, the gamma max for CARR is 72.31, +25.8% from the 57.46 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 CARR above or below its delta neutral price?
CARR closed below delta neutral: 57.46 against a delta neutral price of 60.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CARR have?
155,445 contracts of open interest across 443 listed contracts on Sep 11, 2026, -3.3% 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.