RC gamma max, delta neutral & open interest levels
As of close · rank #1699 by open interest · snapshot page
RC closed 22.4% below its gamma max of 2.01. It is 11.2% below the delta neutral price of 1.82. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 18,340, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RC
Where is RC's gamma max today?
As of Sep 11, 2026, the gamma max for RC is 2.01, +22.4% from the 1.64 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 RC above or below its delta neutral price?
RC closed below delta neutral: 1.64 against a delta neutral price of 1.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RC have?
18,340 contracts of open interest across 48 listed contracts on Sep 11, 2026, +0.4% 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.