CAT gamma max, delta neutral & open interest levels
As of close · rank #333 by open interest · 1,379 sessions of history since Dec 1, 2020
CAT closed 18.0% below its gamma max of 965.99. It is 5.6% above the delta neutral price of 772.40. Total open interest is 277,930, -5.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 88th |
| Open interest change, 5 sessions | -7.8% |
| Open interest change, 21 sessions | -9.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 809.14 vs 790.59 (+2.3%)
- closed below delta neutral at 782.71 vs 786.87 (-0.5%)
- closed below gamma max at 997.47 vs 1,080.35 (-8.3%)
- closed above gamma max at 1,057.01 vs 1,050.07 (+0.7%)
- closed below gamma max at 889.67 vs 921.11 (-3.5%)
- closed above gamma max at 890.11 vs 878.23 (+1.3%)
- closed below gamma max at 764.76 vs 771.10 (-0.8%)
- closed above gamma max at 774.20 vs 742.88 (+4.0%)
- closed below gamma max at 758.29 vs 768.22 (-1.3%)
- closed above gamma max at 726.20 vs 720.09 (+0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about CAT
Where is CAT's gamma max today?
As of Sep 11, 2026, the gamma max for CAT is 965.99, +18.0% from the 818.57 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 CAT above or below its delta neutral price?
CAT closed above delta neutral: 818.57 against a delta neutral price of 772.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAT have?
277,930 contracts of open interest across 2,266 listed contracts on Sep 11, 2026, -5.0% 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.