REGN gamma max, delta neutral & open interest levels
As of close · rank #1181 by open interest · snapshot page
REGN closed 7.3% below its gamma max of 838.61. It is 7.3% above the delta neutral price of 724.40. Total open interest is 38,451, -0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about REGN
Where is REGN's gamma max today?
As of Sep 11, 2026, the gamma max for REGN is 838.61, +7.3% from the 781.49 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 REGN above or below its delta neutral price?
REGN closed above delta neutral: 781.49 against a delta neutral price of 724.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does REGN have?
38,451 contracts of open interest across 1,239 listed contracts on Sep 11, 2026, -0.8% 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.