IBKR gamma max, delta neutral & open interest levels
As of close · rank #538 by open interest · 1,379 sessions of history since Dec 1, 2020
IBKR closed 12.2% below its gamma max of 102.54. It is 22.6% above the delta neutral price of 70.74. Total open interest is 141,839, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | -2.7% |
| Open interest change, 21 sessions | +1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 96.04 vs 97.05 (-1.0%)
- closed above gamma max at 93.10 vs 92.63 (+0.5%)
- closed below gamma max at 92.76 vs 93.66 (-1.0%)
- closed above gamma max at 90.81 vs 90.52 (+0.3%)
- closed below gamma max at 87.35 vs 90.56 (-3.7%)
- closed above gamma max at 84.38 vs 79.17 (+6.2%)
- closed below gamma max at 87.15 vs 88.33 (-1.4%)
- closed above gamma max at 88.71 vs 88.63 (+0.1%)
- closed below gamma max at 80.93 vs 84.95 (-5.0%)
- closed above gamma max at 83.45 vs 80.20 (+3.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about IBKR
Where is IBKR's gamma max today?
As of Sep 11, 2026, the gamma max for IBKR is 102.54, +12.2% from the 91.37 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 IBKR above or below its delta neutral price?
IBKR closed above delta neutral: 91.37 against a delta neutral price of 70.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IBKR have?
141,839 contracts of open interest across 516 listed contracts on Sep 11, 2026, -1.8% 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.