RRC gamma max, delta neutral & open interest levels
As of close · rank #906 by open interest · snapshot page
RRC closed 7.9% below its gamma max of 44.40. It is 5.1% above the delta neutral price of 39.05. Total open interest is 62,072, +32.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RRC
Where is RRC's gamma max today?
As of Sep 11, 2026, the gamma max for RRC is 44.40, +7.9% from the 41.15 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 RRC above or below its delta neutral price?
RRC closed above delta neutral: 41.15 against a delta neutral price of 39.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RRC have?
62,072 contracts of open interest across 164 listed contracts on Sep 11, 2026, +32.7% 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.