RLAY gamma max, delta neutral & open interest levels
As of close · rank #1327 by open interest · snapshot page
RLAY closed 60.1% above its gamma max of 7.52. It is 10.9% above the delta neutral price of 16.82. Total open interest is 30,763, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RLAY
Where is RLAY's gamma max today?
As of Sep 11, 2026, the gamma max for RLAY is 7.52, -60.1% from the 18.87 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 RLAY above or below its delta neutral price?
RLAY closed above delta neutral: 18.87 against a delta neutral price of 16.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RLAY have?
30,763 contracts of open interest across 138 listed contracts on Sep 11, 2026, +0.2% 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.