RHI gamma max, delta neutral & open interest levels
As of close · rank #1887 by open interest · snapshot page
RHI closed 15.5% below its gamma max of 43.51. It is 1.1% above the delta neutral price of 37.25. Total open interest is 14,309, -1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RHI
Where is RHI's gamma max today?
As of Sep 11, 2026, the gamma max for RHI is 43.51, +15.5% from the 37.68 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 RHI above or below its delta neutral price?
RHI closed above delta neutral: 37.68 against a delta neutral price of 37.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RHI have?
14,309 contracts of open interest across 68 listed contracts on Sep 11, 2026, -1.2% 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.