IAG gamma max, delta neutral & open interest levels
As of close · rank #863 by open interest · snapshot page
IAG closed 13.1% below its gamma max of 22.92. It is 51.4% above the delta neutral price of 9.84. Total open interest is 67,245, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IAG
Where is IAG's gamma max today?
As of Sep 11, 2026, the gamma max for IAG is 22.92, +13.1% from the 20.26 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 IAG above or below its delta neutral price?
IAG closed above delta neutral: 20.26 against a delta neutral price of 9.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IAG have?
67,245 contracts of open interest across 277 listed contracts on Sep 11, 2026, +0.4% 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.