CPRI gamma max, delta neutral & open interest levels
As of close · rank #734 by open interest · snapshot page
CPRI closed 32.1% below its gamma max of 18.35. It is 2.3% above the delta neutral price of 13.57. Total open interest is 86,663, +2.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about CPRI
Where is CPRI's gamma max today?
As of Sep 11, 2026, the gamma max for CPRI is 18.35, +32.1% from the 13.89 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 CPRI above or below its delta neutral price?
CPRI closed above delta neutral: 13.89 against a delta neutral price of 13.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPRI have?
86,663 contracts of open interest across 163 listed contracts on Sep 11, 2026, +2.7% 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.