RDW gamma max, delta neutral & open interest levels
As of close · rank #309 by open interest · 1,187 sessions of history since Sep 7, 2021
RDW closed 14.0% below its gamma max of 12.10. It is 26.8% above the delta neutral price of 7.77. Total open interest is 314,674, -2.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 9 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | +8.7% |
| Open interest change, 21 sessions | -16.9% |
| History available | Sep 7, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 13.12 vs 13.37 (-1.9%)
- closed above gamma max at 11.83 vs 11.82 (+0.1%)
- closed below gamma max at 18.62 vs 23.36 (-25.5%)
- closed above gamma max at 17.48 vs 12.75 (+27.0%)
- closed below gamma max at 14.77 vs 14.80 (-0.2%)
- closed above gamma max at 13.99 vs 12.42 (+11.2%)
- closed below gamma max at 11.56 vs 11.62 (-0.5%)
- closed above gamma max at 11.07 vs 10.94 (+1.2%)
- closed below gamma max at 10.04 vs 10.88 (-8.4%)
- closed above gamma max at 11.93 vs 11.22 (+6.0%)
In today's screens
Neighbours by open interest
Questions people ask about RDW
Where is RDW's gamma max today?
As of Sep 11, 2026, the gamma max for RDW is 12.10, +14.0% from the 10.62 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 RDW above or below its delta neutral price?
RDW closed above delta neutral: 10.62 against a delta neutral price of 7.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RDW have?
314,674 contracts of open interest across 467 listed contracts on Sep 11, 2026, -2.0% 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.