CAVA gamma max, delta neutral & open interest levels
As of close · rank #531 by open interest · 731 sessions of history since Jun 26, 2023
CAVA closed 45.6% below its gamma max of 81.37. It is 11.0% below the delta neutral price of 62.00. Total open interest is 145,751, -1.1% 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 | 8 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 40th |
| Open interest change, 5 sessions | +0.5% |
| Open interest change, 21 sessions | -22.6% |
| History available | Jun 26, 2023 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 69.29 vs 69.90 (-0.9%)
- closed above delta neutral at 71.57 vs 70.11 (+2.0%)
- closed below delta neutral at 68.24 vs 69.24 (-1.5%)
- closed above delta neutral at 69.52 vs 66.03 (+5.0%)
- closed below delta neutral at 69.97 vs 70.19 (-0.3%)
- closed above delta neutral at 72.18 vs 71.50 (+0.9%)
- closed below delta neutral at 71.73 vs 72.43 (-1.0%)
- closed above delta neutral at 72.60 vs 72.26 (+0.5%)
- closed below delta neutral at 72.32 vs 72.35 (-0.0%)
- closed below gamma max at 84.74 vs 88.83 (-4.8%)
In today's screens
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Neighbours by open interest
Questions people ask about CAVA
Where is CAVA's gamma max today?
As of Sep 11, 2026, the gamma max for CAVA is 81.37, +45.6% from the 55.88 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 CAVA above or below its delta neutral price?
CAVA closed below delta neutral: 55.88 against a delta neutral price of 62.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CAVA have?
145,751 contracts of open interest across 624 listed contracts on Sep 11, 2026, -1.1% 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.