RY gamma max, delta neutral & open interest levels
As of close · rank #1273 by open interest · snapshot page
RY closed 8.4% below its gamma max of 223.23. It is 1.7% above the delta neutral price of 202.32. Total open interest is 33,363, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about RY
Where is RY's gamma max today?
As of Sep 11, 2026, the gamma max for RY is 223.23, +8.4% from the 205.90 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 RY above or below its delta neutral price?
RY closed above delta neutral: 205.90 against a delta neutral price of 202.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does RY have?
33,363 contracts of open interest across 141 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.