IBIT gamma max, delta neutral & open interest levels
As of close · rank #9 by open interest · 453 sessions of history since Nov 20, 2024
IBIT closed 8.9% below its gamma max of 47.64. It is 9.3% above the delta neutral price of 39.68. Total open interest is 7,381,822, -3.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 34 |
| Open interest percentile (1y) | 77th |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | +13.2% |
| History available | Nov 20, 2024 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 45.21 vs 47.77 (-5.7%)
- closed above gamma max at 46.35 vs 46.28 (+0.1%)
- closed below gamma max at 44.64 vs 45.40 (-1.7%)
- closed above gamma max at 38.78 vs 38.42 (+0.9%)
- closed above delta neutral at 36.42 vs 36.26 (+0.4%)
- closed below delta neutral at 35.94 vs 36.04 (-0.3%)
- closed above delta neutral at 36.16 vs 36.07 (+0.2%)
- closed below delta neutral at 35.64 vs 36.22 (-1.6%)
- closed above delta neutral at 36.70 vs 36.35 (+1.0%)
- closed below delta neutral at 36.14 vs 36.37 (-0.6%)
In today's screens
Neighbours by open interest
Questions people ask about IBIT
Where is IBIT's gamma max today?
As of Sep 11, 2026, the gamma max for IBIT is 47.64, +8.9% from the 43.77 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 IBIT above or below its delta neutral price?
IBIT closed above delta neutral: 43.77 against a delta neutral price of 39.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IBIT have?
7,381,822 contracts of open interest across 2,185 listed contracts on Sep 11, 2026, -3.9% 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.