RSP gamma max, delta neutral & open interest levels
As of close · rank #295 by open interest · 1,379 sessions of history since Dec 1, 2020
RSP closed 3.3% below its gamma max of 222.05. It is 1.3% below the delta neutral price of 217.67. Total open interest is 333,874, +1.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 72th |
| Open interest change, 5 sessions | +0.1% |
| Open interest change, 21 sessions | -2.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 216.73 vs 218.18 (-0.7%)
- closed above delta neutral at 219.00 vs 218.57 (+0.2%)
- closed below delta neutral at 217.61 vs 219.90 (-1.1%)
- closed below gamma max at 220.28 vs 222.29 (-0.9%)
- closed above gamma max at 222.07 vs 221.83 (+0.1%)
- closed below gamma max at 220.79 vs 222.17 (-0.6%)
- closed above gamma max at 222.73 vs 222.08 (+0.3%)
- closed above delta neutral at 217.11 vs 215.83 (+0.6%)
- closed below delta neutral at 215.01 vs 215.68 (-0.3%)
- closed above delta neutral at 203.83 vs 203.33 (+0.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about RSP
Where is RSP's gamma max today?
As of Sep 11, 2026, the gamma max for RSP is 222.05, +3.3% from the 214.87 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 RSP above or below its delta neutral price?
RSP closed below delta neutral: 214.87 against a delta neutral price of 217.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RSP have?
333,874 contracts of open interest across 572 listed contracts on Sep 11, 2026, +1.3% 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.