RF gamma max, delta neutral & open interest levels
As of close · rank #811 by open interest · snapshot page
RF closed 5.3% below its gamma max of 31.74. It is 6.9% above the delta neutral price of 28.04. Total open interest is 73,706, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RF
Where is RF's gamma max today?
As of Sep 11, 2026, the gamma max for RF is 31.74, +5.3% from the 30.13 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 RF above or below its delta neutral price?
RF closed above delta neutral: 30.13 against a delta neutral price of 28.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RF have?
73,706 contracts of open interest across 216 listed contracts on Sep 11, 2026, +0.4% 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.