Data through close

RILY gamma max, delta neutral & open interest levels

As of close · rank #800 by open interest · snapshot page

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Close
6.60
prev 6.58
Gamma max
7.57
+14.7% from close
Delta neutral
7.10
+7.5% from close
Gamma neutral
6.42
-2.7% from close
Open interest
75,091
-8.3% vs prev
Contracts listed
118
62 calls · 61 puts

RILY closed 14.7% below its gamma max of 7.57. It is 7.5% below the delta neutral price of 7.10. Total open interest is 75,091, -8.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about RILY

Where is RILY's gamma max today?

As of Sep 11, 2026, the gamma max for RILY is 7.57, +14.7% from the 6.60 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 RILY above or below its delta neutral price?

RILY closed below delta neutral: 6.60 against a delta neutral price of 7.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RILY have?

75,091 contracts of open interest across 118 listed contracts on Sep 11, 2026, -8.3% 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.