CBRL gamma max, delta neutral & open interest levels
As of close · rank #954 by open interest · snapshot page
CBRL closed 10.2% below its gamma max of 54.51. It is 11.9% above the delta neutral price of 43.61. Total open interest is 56,474, +1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CBRL
Where is CBRL's gamma max today?
As of Sep 11, 2026, the gamma max for CBRL is 54.51, +10.2% from the 49.48 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 CBRL above or below its delta neutral price?
CBRL closed above delta neutral: 49.48 against a delta neutral price of 43.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CBRL have?
56,474 contracts of open interest across 280 listed contracts on Sep 11, 2026, +1.8% 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.