Data through close

RVMD gamma max, delta neutral & open interest levels

As of close · rank #830 by open interest · snapshot page

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Close
203.77
prev 203.35
Gamma max
198.95
-2.4% from close
Delta neutral
147.48
-27.6% from close
Gamma neutral
118.76
-41.7% from close
Open interest
70,457
+0.1% vs prev
Contracts listed
562
314 calls · 257 puts

RVMD closed 2.4% above its gamma max of 198.95. It is 27.6% above the delta neutral price of 147.48. Total open interest is 70,457, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about RVMD

Where is RVMD's gamma max today?

As of Sep 11, 2026, the gamma max for RVMD is 198.95, -2.4% from the 203.77 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 RVMD above or below its delta neutral price?

RVMD closed above delta neutral: 203.77 against a delta neutral price of 147.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does RVMD have?

70,457 contracts of open interest across 562 listed contracts on Sep 11, 2026, +0.1% 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.