CPRT gamma max, delta neutral & open interest levels
As of close · rank #583 by open interest · 1,379 sessions of history since Dec 1, 2020
CPRT closed 18.0% below its gamma max of 35.33. It is 1.0% above the delta neutral price of 29.66. Total open interest is 124,814, +3.9% 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 | 48 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +8.3% |
| Open interest change, 21 sessions | +4.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.20 vs 36.09 (-32.7%)
- closed above delta neutral at 27.17 vs 26.86 (+1.1%)
- closed above gamma max at 27.17 vs 24.53 (+9.7%)
- closed below delta neutral at 28.58 vs 28.86 (-1.0%)
- closed above delta neutral at 30.01 vs 29.14 (+2.9%)
- closed below delta neutral at 30.58 vs 30.60 (-0.1%)
- closed below gamma max at 30.40 vs 38.22 (-25.7%)
- closed above gamma max at 29.66 vs 27.15 (+8.5%)
- closed below gamma max at 29.43 vs 38.61 (-31.2%)
- closed above gamma max at 30.18 vs 27.35 (+9.4%)
In today's screens
Neighbours by open interest
Questions people ask about CPRT
Where is CPRT's gamma max today?
As of Sep 11, 2026, the gamma max for CPRT is 35.33, +18.0% from the 29.95 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 CPRT above or below its delta neutral price?
CPRT closed above delta neutral: 29.95 against a delta neutral price of 29.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does CPRT have?
124,814 contracts of open interest across 272 listed contracts on Sep 11, 2026, +3.9% 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.