RCAT gamma max, delta neutral & open interest levels
As of close · rank #342 by open interest · 1,168 sessions of history since Oct 4, 2021
RCAT closed 27.3% below its gamma max of 10.13. It is 7.2% above the delta neutral price of 7.39. Total open interest is 262,353, -9.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 17% |
| Gamma max crosses | 27 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | -8.4% |
| Open interest change, 21 sessions | -6.7% |
| History available | Oct 4, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 10.32 vs 10.48 (-1.6%)
- closed above gamma max at 10.66 vs 10.41 (+2.3%)
- closed below gamma max at 14.96 vs 15.00 (-0.3%)
- closed above gamma max at 14.15 vs 12.19 (+13.9%)
- closed below gamma max at 15.54 vs 16.21 (-4.3%)
- closed above gamma max at 15.86 vs 14.02 (+11.6%)
- closed below gamma max at 14.10 vs 14.77 (-4.8%)
- closed above gamma max at 15.36 vs 14.13 (+8.0%)
- closed below gamma max at 14.73 vs 15.03 (-2.1%)
- closed above gamma max at 14.95 vs 13.94 (+6.8%)
In today's screens
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Neighbours by open interest
Questions people ask about RCAT
Where is RCAT's gamma max today?
As of Sep 11, 2026, the gamma max for RCAT is 10.13, +27.3% from the 7.96 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 RCAT above or below its delta neutral price?
RCAT closed above delta neutral: 7.96 against a delta neutral price of 7.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RCAT have?
262,353 contracts of open interest across 383 listed contracts on Sep 11, 2026, -9.8% 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.