RMBS gamma max, delta neutral & open interest levels
As of close · rank #1210 by open interest · snapshot page
RMBS closed 14.3% below its gamma max of 99.40. It is right at the delta neutral price of 86.99. Total open interest is 37,004, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RMBS
Where is RMBS's gamma max today?
As of Sep 11, 2026, the gamma max for RMBS is 99.40, +14.3% from the 86.97 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 RMBS above or below its delta neutral price?
RMBS closed below delta neutral: 86.97 against a delta neutral price of 86.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RMBS have?
37,004 contracts of open interest across 320 listed contracts on Sep 11, 2026, +1.0% 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.