Data through close

RTX gamma max, delta neutral & open interest levels

As of close · rank #463 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
197.68
prev 198.12
Gamma max
227.07
+14.9% from close
Delta neutral
194.99
-1.4% from close
Gamma neutral
197.21
-0.2% from close
Open interest
180,024
-2.0% vs prev
Contracts listed
596
362 calls · 299 puts

RTX closed 14.9% below its gamma max of 227.07. It is 1.4% above the delta neutral price of 194.99. Total open interest is 180,024, -2.0% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max2%
Gamma max crosses10
Delta neutral crosses8
Open interest percentile (1y)17th
Open interest change, 5 sessions+1.0%
Open interest change, 21 sessions-16.0%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 197.68 vs 194.99 (+1.4%)
  2. closed below delta neutral at 198.12 vs 198.29 (-0.1%)
  3. closed below gamma max at 186.18 vs 198.95 (-6.9%)
  4. closed above gamma max at 192.12 vs 190.47 (+0.9%)
  5. closed above delta neutral at 174.49 vs 169.33 (+3.0%)
  6. closed below delta neutral at 171.18 vs 171.96 (-0.5%)
  7. closed above delta neutral at 176.09 vs 175.58 (+0.3%)
  8. closed below delta neutral at 176.77 vs 179.41 (-1.5%)
  9. closed above delta neutral at 177.32 vs 176.16 (+0.7%)
  10. closed below delta neutral at 180.91 vs 186.14 (-2.9%)

In today's screens

Neighbours by open interest

Questions people ask about RTX

Where is RTX's gamma max today?

As of Sep 11, 2026, the gamma max for RTX is 227.07, +14.9% from the 197.68 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 RTX above or below its delta neutral price?

RTX closed above delta neutral: 197.68 against a delta neutral price of 194.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RTX have?

180,024 contracts of open interest across 596 listed contracts on Sep 11, 2026, -2.0% 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.