IAU gamma max, delta neutral & open interest levels
As of close · rank #364 by open interest · 1,378 sessions of history since Dec 1, 2020
IAU closed 8.0% below its gamma max of 88.25. It is 11.7% above the delta neutral price of 72.11. Total open interest is 244,138, -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 | 16% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +3.7% |
| Open interest change, 21 sessions | +36.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 86.37 vs 87.18 (-0.9%)
- closed above gamma max at 86.79 vs 86.65 (+0.2%)
- closed below gamma max at 81.68 vs 82.67 (-1.2%)
- closed above gamma max at 79.87 vs 78.93 (+1.2%)
- closed below gamma max at 97.20 vs 98.76 (-1.6%)
- closed above gamma max at 98.57 vs 98.22 (+0.4%)
- closed below gamma max at 91.20 vs 91.82 (-0.7%)
- closed above gamma max at 84.89 vs 84.54 (+0.4%)
- closed below gamma max at 83.82 vs 84.37 (-0.7%)
- closed above gamma max at 84.62 vs 84.39 (+0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about IAU
Where is IAU's gamma max today?
As of Sep 11, 2026, the gamma max for IAU is 88.25, +8.0% from the 81.71 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 IAU above or below its delta neutral price?
IAU closed above delta neutral: 81.71 against a delta neutral price of 72.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IAU have?
244,138 contracts of open interest across 1,104 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.