RIVN gamma max, delta neutral & open interest levels
As of close · rank #46 by open interest · 1,136 sessions of history since Nov 17, 2021
RIVN closed 16.4% below its gamma max of 18.66. It is 11.3% above the delta neutral price of 14.22. Total open interest is 2,300,097, -2.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 43th |
| Open interest change, 5 sessions | -1.8% |
| Open interest change, 21 sessions | +2.1% |
| History available | Nov 17, 2021 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 16.49 vs 20.07 (-21.7%)
- closed above gamma max at 18.63 vs 18.33 (+1.6%)
- closed above delta neutral at 13.73 vs 12.94 (+5.7%)
- closed below delta neutral at 12.90 vs 12.92 (-0.2%)
- closed above delta neutral at 17.73 vs 14.82 (+16.4%)
- closed below delta neutral at 14.00 vs 14.22 (-1.6%)
- closed above delta neutral at 14.81 vs 14.54 (+1.8%)
- closed below delta neutral at 14.75 vs 14.76 (-0.1%)
- closed below gamma max at 21.75 vs 22.81 (-4.9%)
- closed above gamma max at 20.28 vs 20.15 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about RIVN
Where is RIVN's gamma max today?
As of Sep 11, 2026, the gamma max for RIVN is 18.66, +16.4% from the 16.03 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 RIVN above or below its delta neutral price?
RIVN closed above delta neutral: 16.03 against a delta neutral price of 14.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RIVN have?
2,300,097 contracts of open interest across 664 listed contracts on Sep 11, 2026, -2.0% 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.