XLRE gamma max, delta neutral & open interest levels
As of close · rank #1334 by open interest · snapshot page
XLRE closed 4.4% below its gamma max of 45.32. It is 1.7% below the delta neutral price of 44.17. Total open interest is 30,476, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about XLRE
Where is XLRE's gamma max today?
As of Sep 11, 2026, the gamma max for XLRE is 45.32, +4.4% from the 43.42 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 XLRE above or below its delta neutral price?
XLRE closed below delta neutral: 43.42 against a delta neutral price of 44.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XLRE have?
30,476 contracts of open interest across 109 listed contracts on Sep 11, 2026, -0.2% 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.