RELL gamma max, delta neutral & open interest levels
As of close · rank #1876 by open interest · snapshot page
RELL closed 10.6% below its gamma max of 19.33. It is 29.2% above the delta neutral price of 12.37. Total open interest is 14,485, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RELL
Where is RELL's gamma max today?
As of Sep 11, 2026, the gamma max for RELL is 19.33, +10.6% from the 17.47 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 RELL above or below its delta neutral price?
RELL closed above delta neutral: 17.47 against a delta neutral price of 12.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RELL have?
14,485 contracts of open interest across 55 listed contracts on Sep 11, 2026, -0.0% 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.