CART gamma max, delta neutral & open interest levels
As of close · rank #639 by open interest · 673 sessions of history since Sep 22, 2023
CART closed 10.2% below its gamma max of 53.72. It is 7.0% above the delta neutral price of 45.31. Total open interest is 105,880, -2.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 65th |
| Open interest change, 5 sessions | -1.4% |
| Open interest change, 21 sessions | +8.7% |
| History available | Sep 22, 2023 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 49.39 vs 50.06 (-1.3%)
- closed above gamma max at 50.17 vs 49.89 (+0.6%)
- closed above delta neutral at 42.21 vs 40.61 (+3.8%)
- closed below delta neutral at 42.53 vs 42.63 (-0.2%)
- closed above delta neutral at 36.30 vs 34.64 (+4.6%)
- closed below delta neutral at 36.08 vs 36.63 (-1.5%)
- closed above delta neutral at 37.16 vs 36.77 (+1.1%)
- closed below delta neutral at 37.96 vs 37.97 (-0.0%)
- closed above delta neutral at 39.41 vs 38.07 (+3.4%)
- closed below delta neutral at 41.28 vs 41.91 (-1.5%)
In today's screens
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Neighbours by open interest
Questions people ask about CART
Where is CART's gamma max today?
As of Sep 11, 2026, the gamma max for CART is 53.72, +10.2% from the 48.73 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 CART above or below its delta neutral price?
CART closed above delta neutral: 48.73 against a delta neutral price of 45.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CART have?
105,880 contracts of open interest across 366 listed contracts on Sep 11, 2026, -2.7% 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.