RNG gamma max, delta neutral & open interest levels
As of close · rank #1516 by open interest · snapshot page
RNG closed 15.5% below its gamma max of 79.59. It is 14.1% above the delta neutral price of 59.21. Total open interest is 23,031, -3.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RNG
Where is RNG's gamma max today?
As of Sep 11, 2026, the gamma max for RNG is 79.59, +15.5% from the 68.92 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 RNG above or below its delta neutral price?
RNG closed above delta neutral: 68.92 against a delta neutral price of 59.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RNG have?
23,031 contracts of open interest across 273 listed contracts on Sep 11, 2026, -3.7% 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.