RAL gamma max, delta neutral & open interest levels
As of close · rank #2110 by open interest · snapshot page
RAL closed 7.7% below its gamma max of 72.40. It is 6.4% above the delta neutral price of 62.97. Total open interest is 10,613, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RAL
Where is RAL's gamma max today?
As of Sep 11, 2026, the gamma max for RAL is 72.40, +7.7% from the 67.25 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 RAL above or below its delta neutral price?
RAL closed above delta neutral: 67.25 against a delta neutral price of 62.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RAL have?
10,613 contracts of open interest across 57 listed contracts on Sep 11, 2026, +1.6% 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.