IBN gamma max, delta neutral & open interest levels
As of close · rank #1228 by open interest · snapshot page
IBN closed 10.8% below its gamma max of 32.55. It is 0.6% above the delta neutral price of 29.20. Total open interest is 36,062, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IBN
Where is IBN's gamma max today?
As of Sep 11, 2026, the gamma max for IBN is 32.55, +10.8% from the 29.39 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 IBN above or below its delta neutral price?
IBN closed above delta neutral: 29.39 against a delta neutral price of 29.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IBN have?
36,062 contracts of open interest across 95 listed contracts on Sep 11, 2026, +0.0% 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.