RARE gamma max, delta neutral & open interest levels
As of close · rank #537 by open interest · 1,379 sessions of history since Dec 1, 2020
RARE closed 147.6% below its gamma max of 35.41. It is 22.1% below the delta neutral price of 17.46. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 141,981, +1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +11.4% |
| Open interest change, 21 sessions | +24.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 14.30 vs 35.41 (-147.6%)
- closed above gamma max at 15.30 vs 7.31 (+52.2%)
- closed below delta neutral at 14.85 vs 25.09 (-69.0%)
- closed above delta neutral at 26.53 vs 25.76 (+2.9%)
- closed below delta neutral at 25.61 vs 25.98 (-1.5%)
- closed above delta neutral at 26.44 vs 26.42 (+0.1%)
- closed below delta neutral at 26.38 vs 26.53 (-0.6%)
- closed above delta neutral at 26.96 vs 26.83 (+0.5%)
- closed below delta neutral at 28.62 vs 30.49 (-6.5%)
- closed below gamma max at 34.61 vs 39.31 (-13.6%)
In today's screens
Neighbours by open interest
Questions people ask about RARE
Where is RARE's gamma max today?
As of Sep 11, 2026, the gamma max for RARE is 35.41, +147.6% from the 14.30 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 RARE above or below its delta neutral price?
RARE closed below delta neutral: 14.30 against a delta neutral price of 17.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RARE have?
141,981 contracts of open interest across 187 listed contracts on Sep 11, 2026, +1.9% 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.