RBRK gamma max, delta neutral & open interest levels
As of close · rank #612 by open interest · 522 sessions of history since Apr 30, 2024
RBRK closed 11.8% below its gamma max of 96.90. It is 11.9% above the delta neutral price of 76.36. Total open interest is 113,651, -2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 21 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | -5.1% |
| Open interest change, 21 sessions | +15.2% |
| History available | Apr 30, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 93.05 vs 94.58 (-1.6%)
- closed above gamma max at 100.09 vs 91.27 (+8.8%)
- closed below gamma max at 99.78 vs 101.33 (-1.6%)
- closed above gamma max at 105.09 vs 101.08 (+3.8%)
- closed below gamma max at 96.93 vs 97.57 (-0.7%)
- closed above gamma max at 90.07 vs 89.09 (+1.1%)
- closed below gamma max at 84.60 vs 85.66 (-1.3%)
- closed above gamma max at 84.81 vs 83.61 (+1.4%)
- closed below gamma max at 80.38 vs 84.00 (-4.5%)
- closed above gamma max at 88.05 vs 85.60 (+2.8%)
In today's screens
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Neighbours by open interest
Questions people ask about RBRK
Where is RBRK's gamma max today?
As of Sep 11, 2026, the gamma max for RBRK is 96.90, +11.8% from the 86.65 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 RBRK above or below its delta neutral price?
RBRK closed above delta neutral: 86.65 against a delta neutral price of 76.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RBRK have?
113,651 contracts of open interest across 599 listed contracts on Sep 11, 2026, -2.2% 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.