IE gamma max, delta neutral & open interest levels
As of close · rank #874 by open interest · snapshot page
IE closed 13.9% below its gamma max of 11.85. It is 24.9% above the delta neutral price of 7.81. Total open interest is 66,363, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IE
Where is IE's gamma max today?
As of Sep 11, 2026, the gamma max for IE is 11.85, +13.9% from the 10.40 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 IE above or below its delta neutral price?
IE closed above delta neutral: 10.40 against a delta neutral price of 7.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IE have?
66,363 contracts of open interest across 85 listed contracts on Sep 11, 2026, +0.6% 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.