RRX gamma max, delta neutral & open interest levels
As of close · rank #1945 by open interest · snapshot page
RRX closed 25.5% below its gamma max of 203.60. It is 11.7% below the delta neutral price of 181.24. Total open interest is 13,250, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RRX
Where is RRX's gamma max today?
As of Sep 11, 2026, the gamma max for RRX is 203.60, +25.5% from the 162.29 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 RRX above or below its delta neutral price?
RRX closed below delta neutral: 162.29 against a delta neutral price of 181.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RRX have?
13,250 contracts of open interest across 294 listed contracts on Sep 11, 2026, +0.4% 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.