Sounds a lot like the Anahiem variety that we grow in NM. If picked
green, roasted and peeled its nice and hot - I mean tasty. If left
until it turns red its usually milder, but not always. I've had some
red/yellow/orange ones that made my toes curl.

Bobbett wrote:

I bought what I *thought* was a cayenne pepper plant from a nursery
earlier this season. I'm in zone 6 (NJ). The plant *finally* produced
some peppers, but they're still green and getting bigger every day!
Right now they're almost 9" long. I doubt very much these are (red)
cayenne peppers. Since they're probably not going to change from green
to red, how will I know when they're ripe to pick?

tia, Bobbett