XRT gamma max, delta neutral & open interest levels
As of close · rank #520 by open interest · 1,379 sessions of history since Dec 1, 2020
XRT closed 57.2% below its gamma max of 133.27. It is 9.6% below the delta neutral price of 92.91. Total open interest is 151,245, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 31 |
| Open interest percentile (1y) | 53th |
| Open interest change, 5 sessions | +0.7% |
| Open interest change, 21 sessions | +23.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 92.35 vs 92.51 (-0.2%)
- closed above delta neutral at 91.46 vs 91.05 (+0.4%)
- closed below delta neutral at 89.42 vs 89.71 (-0.3%)
- closed above delta neutral at 88.08 vs 87.20 (+1.0%)
- closed below delta neutral at 86.00 vs 86.91 (-1.1%)
- closed above delta neutral at 88.08 vs 87.31 (+0.9%)
- closed below delta neutral at 87.74 vs 87.94 (-0.2%)
- closed above delta neutral at 88.57 vs 88.12 (+0.5%)
- closed below delta neutral at 87.44 vs 87.59 (-0.2%)
- closed above delta neutral at 88.17 vs 87.55 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about XRT
Where is XRT's gamma max today?
As of Sep 11, 2026, the gamma max for XRT is 133.27, +57.2% from the 84.79 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 XRT above or below its delta neutral price?
XRT closed below delta neutral: 84.79 against a delta neutral price of 92.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does XRT have?
151,245 contracts of open interest across 452 listed contracts on Sep 11, 2026, -2.4% 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.