IEI gamma max, delta neutral & open interest levels
As of close · rank #1282 by open interest · snapshot page
IEI closed 29.7% below its gamma max of 148.55. It is 4.7% below the delta neutral price of 119.93. Total open interest is 32,904, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IEI
Where is IEI's gamma max today?
As of Sep 11, 2026, the gamma max for IEI is 148.55, +29.7% from the 114.55 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 IEI above or below its delta neutral price?
IEI closed below delta neutral: 114.55 against a delta neutral price of 119.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IEI have?
32,904 contracts of open interest across 57 listed contracts on Sep 11, 2026, +0.4% 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.