RVI gamma max, delta neutral & open interest levels
As of close · rank #1969 by open interest · snapshot page
RVI closed 10.2% below its gamma max of 31.16. It is 0.7% above the delta neutral price of 28.08. Total open interest is 12,859, +3.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RVI
Where is RVI's gamma max today?
As of Sep 11, 2026, the gamma max for RVI is 31.16, +10.2% from the 28.28 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 RVI above or below its delta neutral price?
RVI closed above delta neutral: 28.28 against a delta neutral price of 28.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RVI have?
12,859 contracts of open interest across 55 listed contracts on Sep 11, 2026, +3.1% 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.