RGEN gamma max, delta neutral & open interest levels
As of close · rank #2140 by open interest · snapshot page
RGEN closed 28.2% below its gamma max of 211.80. It is 5.4% below the delta neutral price of 174.15. Total open interest is 10,165, +3.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RGEN
Where is RGEN's gamma max today?
As of Sep 11, 2026, the gamma max for RGEN is 211.80, +28.2% from the 165.18 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 RGEN above or below its delta neutral price?
RGEN closed below delta neutral: 165.18 against a delta neutral price of 174.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RGEN have?
10,165 contracts of open interest across 179 listed contracts on Sep 11, 2026, +3.8% 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.