CP gamma max, delta neutral & open interest levels
As of close · rank #1311 by open interest · snapshot page
CP closed 2.3% below its gamma max of 91.33. It is 9.0% above the delta neutral price of 81.20. Total open interest is 31,432, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CP
Where is CP's gamma max today?
As of Sep 11, 2026, the gamma max for CP is 91.33, +2.3% from the 89.23 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 CP above or below its delta neutral price?
CP closed above delta neutral: 89.23 against a delta neutral price of 81.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CP have?
31,432 contracts of open interest across 198 listed contracts on Sep 11, 2026, -0.2% 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.