RR gamma max, delta neutral & open interest levels
As of close · rank #378 by open interest · 259 sessions of history since Sep 3, 2025
RR closed 20.5% below its gamma max of 1.99. It is 20.2% above the delta neutral price of 1.32. Total open interest is 231,949, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 30th |
| Open interest change, 5 sessions | -8.5% |
| Open interest change, 21 sessions | +6.6% |
| History available | Sep 3, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 1.60 vs 1.72 (-7.3%)
- closed above gamma max at 1.61 vs 1.50 (+6.8%)
- closed below gamma max at 3.01 vs 3.18 (-5.9%)
- closed above gamma max at 3.17 vs 3.07 (+3.0%)
- closed below gamma max at 2.56 vs 2.93 (-14.4%)
- closed above gamma max at 2.77 vs 2.61 (+6.0%)
- closed above delta neutral at 2.16 vs 1.97 (+8.6%)
- closed below delta neutral at 2.23 vs 2.23 (-0.1%)
- closed above delta neutral at 2.61 vs 2.56 (+1.8%)
- closed below delta neutral at 2.76 vs 2.79 (-1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about RR
Where is RR's gamma max today?
As of Sep 11, 2026, the gamma max for RR is 1.99, +20.5% from the 1.65 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 RR above or below its delta neutral price?
RR closed above delta neutral: 1.65 against a delta neutral price of 1.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RR have?
231,949 contracts of open interest across 125 listed contracts on Sep 11, 2026, -1.8% 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.