RSI gamma max, delta neutral & open interest levels
As of close · rank #694 by open interest · snapshot page
RSI closed 10.5% above its gamma max of 23.65. It is 1.3% below the delta neutral price of 26.78. Total open interest is 94,609, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RSI
Where is RSI's gamma max today?
As of Sep 11, 2026, the gamma max for RSI is 23.65, -10.5% from the 26.43 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 RSI above or below its delta neutral price?
RSI closed below delta neutral: 26.43 against a delta neutral price of 26.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RSI have?
94,609 contracts of open interest across 65 listed contracts on Sep 11, 2026, -0.0% 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.