ROIV gamma max, delta neutral & open interest levels
As of close · rank #759 by open interest · snapshot page
ROIV closed 3.2% above its gamma max of 39.51. It is 27.5% above the delta neutral price of 29.59. Total open interest is 81,442, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ROIV
Where is ROIV's gamma max today?
As of Sep 11, 2026, the gamma max for ROIV is 39.51, -3.2% from the 40.82 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 ROIV above or below its delta neutral price?
ROIV closed above delta neutral: 40.82 against a delta neutral price of 29.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ROIV have?
81,442 contracts of open interest across 235 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.