RCL gamma max, delta neutral & open interest levels
As of close · rank #626 by open interest · 1,379 sessions of history since Dec 1, 2020
RCL closed 27.9% below its gamma max of 332.80. It is 9.3% below the delta neutral price of 284.31. Total open interest is 109,935, -1.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 31 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | +3.3% |
| Open interest change, 21 sessions | +8.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 305.00 vs 308.99 (-1.3%)
- closed above delta neutral at 309.88 vs 308.54 (+0.4%)
- closed below delta neutral at 308.00 vs 308.63 (-0.2%)
- closed above delta neutral at 305.04 vs 301.00 (+1.3%)
- closed below delta neutral at 296.30 vs 301.85 (-1.9%)
- closed above delta neutral at 288.15 vs 285.27 (+1.0%)
- closed below delta neutral at 280.47 vs 282.07 (-0.6%)
- closed above delta neutral at 284.55 vs 280.40 (+1.5%)
- closed below delta neutral at 281.73 vs 282.19 (-0.2%)
- closed above delta neutral at 275.67 vs 274.77 (+0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about RCL
Where is RCL's gamma max today?
As of Sep 11, 2026, the gamma max for RCL is 332.80, +27.9% from the 260.14 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 RCL above or below its delta neutral price?
RCL closed below delta neutral: 260.14 against a delta neutral price of 284.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RCL have?
109,935 contracts of open interest across 773 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.