IBB gamma max, delta neutral & open interest levels
As of close · rank #1011 by open interest · snapshot page
IBB closed 1.1% above its gamma max of 200.63. It is 4.2% above the delta neutral price of 194.41. Total open interest is 50,108, +2.9% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about IBB
Where is IBB's gamma max today?
As of Sep 11, 2026, the gamma max for IBB is 200.63, -1.1% from the 202.93 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 IBB above or below its delta neutral price?
IBB closed above delta neutral: 202.93 against a delta neutral price of 194.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IBB have?
50,108 contracts of open interest across 491 listed contracts on Sep 11, 2026, +2.9% 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.