RIG gamma max, delta neutral & open interest levels
As of close · rank #85 by open interest · 1,379 sessions of history since Dec 1, 2020
RIG closed 25.1% below its gamma max of 7.10. It is 7.3% above the delta neutral price of 5.26. Total open interest is 1,194,331, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 28th |
| Open interest change, 5 sessions | -0.3% |
| Open interest change, 21 sessions | -8.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 5.08 vs 5.07 (+0.2%)
- closed below delta neutral at 4.99 vs 5.06 (-1.5%)
- closed above delta neutral at 5.03 vs 4.97 (+1.2%)
- closed below delta neutral at 4.94 vs 5.03 (-1.8%)
- closed above delta neutral at 5.06 vs 5.04 (+0.4%)
- closed below delta neutral at 5.04 vs 5.14 (-2.1%)
- closed below gamma max at 6.81 vs 7.51 (-10.2%)
- closed above gamma max at 7.58 vs 7.18 (+5.2%)
- closed below gamma max at 6.31 vs 6.47 (-2.6%)
- closed above gamma max at 6.16 vs 6.12 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about RIG
Where is RIG's gamma max today?
As of Sep 11, 2026, the gamma max for RIG is 7.10, +25.1% from the 5.67 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 RIG above or below its delta neutral price?
RIG closed above delta neutral: 5.67 against a delta neutral price of 5.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RIG have?
1,194,331 contracts of open interest across 289 listed contracts on Sep 11, 2026, -0.5% 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.