RUT gamma max, delta neutral & open interest levels
As of close · rank #134 by open interest · 1,374 sessions of history since Dec 1, 2020
RUT closed 10.3% below its gamma max of 3,202.58. It is 3.1% below the delta neutral price of 2,993.84. Total open interest is 791,064, -3.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 35 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | +11.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 2,992.44 vs 3,006.64 (-0.5%)
- closed above delta neutral at 2,981.93 vs 2,973.80 (+0.3%)
- closed below delta neutral at 2,974.58 vs 2,976.29 (-0.1%)
- closed above delta neutral at 2,976.28 vs 2,972.94 (+0.1%)
- closed below delta neutral at 2,953.17 vs 2,979.27 (-0.9%)
- closed above delta neutral at 2,992.54 vs 2,973.38 (+0.6%)
- closed below delta neutral at 2,956.37 vs 2,978.54 (-0.7%)
- closed above delta neutral at 2,920.99 vs 2,853.53 (+2.3%)
- closed below delta neutral at 2,835.47 vs 2,849.63 (-0.5%)
- closed above delta neutral at 2,817.36 vs 2,795.66 (+0.8%)
In today's screens
Neighbours by open interest
Questions people ask about RUT
Where is RUT's gamma max today?
As of Sep 11, 2026, the gamma max for RUT is 3,202.58, +10.3% from the 2,904.06 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 RUT above or below its delta neutral price?
RUT closed below delta neutral: 2,904.06 against a delta neutral price of 2,993.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RUT have?
791,064 contracts of open interest across 4,990 listed contracts on Sep 11, 2026, -3.5% 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.