RLX gamma max, delta neutral & open interest levels
As of close · rank #2088 by open interest · snapshot page
RLX closed 2.9% above its gamma max of 1.72. It is 14.6% above the delta neutral price of 1.51. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 10,880, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RLX
Where is RLX's gamma max today?
As of Sep 11, 2026, the gamma max for RLX is 1.72, -2.9% from the 1.77 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 RLX above or below its delta neutral price?
RLX closed above delta neutral: 1.77 against a delta neutral price of 1.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RLX have?
10,880 contracts of open interest across 31 listed contracts on Sep 11, 2026, -0.3% 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.