IEF gamma max, delta neutral & open interest levels
As of close · rank #93 by open interest · 1,379 sessions of history since Dec 1, 2020
IEF closed 1.9% below its gamma max of 92.77. It is 1.2% below the delta neutral price of 92.08. Total open interest is 1,104,121, +7.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +24.3% |
| Open interest change, 21 sessions | +66.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 93.32 vs 93.36 (-0.0%)
- closed above delta neutral at 93.51 vs 93.46 (+0.1%)
- closed below delta neutral at 96.66 vs 96.67 (-0.0%)
- closed above delta neutral at 96.69 vs 96.61 (+0.1%)
- closed below delta neutral at 97.59 vs 97.62 (-0.0%)
- closed above delta neutral at 97.19 vs 96.84 (+0.4%)
- closed below delta neutral at 96.87 vs 96.92 (-0.1%)
- closed above delta neutral at 96.71 vs 96.62 (+0.1%)
- closed below delta neutral at 96.60 vs 96.70 (-0.1%)
- closed above delta neutral at 96.86 vs 96.65 (+0.2%)
In today's screens
Questions people ask about IEF
Where is IEF's gamma max today?
As of Sep 11, 2026, the gamma max for IEF is 92.77, +1.9% from the 91.01 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 IEF above or below its delta neutral price?
IEF closed below delta neutral: 91.01 against a delta neutral price of 92.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IEF have?
1,104,121 contracts of open interest across 354 listed contracts on Sep 11, 2026, +7.7% 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.