REPL gamma max, delta neutral & open interest levels
As of close · rank #717 by open interest · snapshot page
REPL closed 96.7% above its gamma max of 0.43. It is 80.7% above the delta neutral price of 2.49. Total open interest is 91,191, -0.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about REPL
Where is REPL's gamma max today?
As of Sep 11, 2026, the gamma max for REPL is 0.43, -96.7% from the 12.92 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 REPL above or below its delta neutral price?
REPL closed above delta neutral: 12.92 against a delta neutral price of 2.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does REPL have?
91,191 contracts of open interest across 266 listed contracts on Sep 11, 2026, -0.6% 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.