RIO gamma max, delta neutral & open interest levels
As of close · rank #569 by open interest · 1,379 sessions of history since Dec 1, 2020
RIO closed 7.5% below its gamma max of 107.50. It is 5.8% above the delta neutral price of 94.21. Total open interest is 128,816, +0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 10th |
| Open interest change, 5 sessions | +2.5% |
| Open interest change, 21 sessions | -10.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 109.59 vs 109.78 (-0.2%)
- closed above gamma max at 112.04 vs 111.48 (+0.5%)
- closed above delta neutral at 83.15 vs 82.90 (+0.3%)
- closed below delta neutral at 85.65 vs 86.21 (-0.7%)
- closed below gamma max at 99.09 vs 100.06 (-1.0%)
- closed above gamma max at 97.67 vs 97.52 (+0.2%)
- closed below gamma max at 96.34 vs 100.94 (-4.8%)
- closed above gamma max at 98.93 vs 97.21 (+1.7%)
- closed below gamma max at 98.07 vs 98.11 (-0.0%)
- closed above gamma max at 96.85 vs 96.12 (+0.8%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about RIO
Where is RIO's gamma max today?
As of Sep 11, 2026, the gamma max for RIO is 107.50, +7.5% from the 99.96 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 RIO above or below its delta neutral price?
RIO closed above delta neutral: 99.96 against a delta neutral price of 94.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RIO have?
128,816 contracts of open interest across 372 listed contracts on Sep 11, 2026, +0.9% 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.