CASY gamma max, delta neutral & open interest levels
As of close · rank #1893 by open interest · snapshot page
CASY closed 29.8% below its gamma max of 798.70. It is 9.9% below the delta neutral price of 676.60. Total open interest is 14,230, +3.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CASY
Where is CASY's gamma max today?
As of Sep 11, 2026, the gamma max for CASY is 798.70, +29.8% from the 615.47 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 CASY above or below its delta neutral price?
CASY closed below delta neutral: 615.47 against a delta neutral price of 676.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CASY have?
14,230 contracts of open interest across 319 listed contracts on Sep 11, 2026, +3.7% 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.