REI gamma max, delta neutral & open interest levels
As of close · rank #529 by open interest · 1,379 sessions of history since Dec 1, 2020
REI closed 2.3% above its gamma max of 1.49. It is 70.8% above the delta neutral price of 0.45. Total open interest is 147,834, +0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 52% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 91th |
| Open interest change, 5 sessions | +7.6% |
| Open interest change, 21 sessions | +23.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 1.50 vs 1.46 (+2.7%)
- closed below gamma max at 1.45 vs 1.50 (-3.5%)
- closed above gamma max at 1.49 vs 1.48 (+0.6%)
- closed below gamma max at 1.40 vs 1.49 (-6.5%)
- closed above gamma max at 1.37 vs 1.33 (+3.2%)
- closed below gamma max at 1.21 vs 1.39 (-14.8%)
- closed above gamma max at 1.17 vs 1.00 (+14.5%)
- closed below gamma max at 1.18 vs 1.22 (-3.4%)
- closed above gamma max at 1.13 vs 0.50 (+55.8%)
- closed below gamma max at 1.14 vs 1.19 (-4.6%)
In today's screens
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Neighbours by open interest
Questions people ask about REI
Where is REI's gamma max today?
As of Sep 11, 2026, the gamma max for REI is 1.49, -2.3% from the 1.53 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 REI above or below its delta neutral price?
REI closed above delta neutral: 1.53 against a delta neutral price of 0.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does REI have?
147,834 contracts of open interest across 50 listed contracts on Sep 11, 2026, +0.3% 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.