IEP gamma max, delta neutral & open interest levels
As of close · rank #514 by open interest · 1,379 sessions of history since Dec 1, 2020
IEP closed 8.4% below its gamma max of 7.59. It is 1.7% above the delta neutral price of 6.88. Total open interest is 152,461, +0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 41 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +9.4% |
| Open interest change, 21 sessions | +21.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 6.91 vs 6.60 (+4.5%)
- closed below delta neutral at 6.82 vs 6.96 (-2.0%)
- closed above delta neutral at 6.94 vs 6.83 (+1.6%)
- closed below delta neutral at 6.80 vs 7.08 (-4.0%)
- closed above delta neutral at 6.73 vs 6.69 (+0.5%)
- closed below delta neutral at 6.81 vs 7.05 (-3.5%)
- closed above delta neutral at 6.64 vs 6.37 (+4.1%)
- closed below delta neutral at 6.79 vs 6.84 (-0.7%)
- closed above delta neutral at 6.65 vs 6.63 (+0.3%)
- closed below delta neutral at 6.83 vs 6.98 (-2.2%)
In today's screens
Neighbours by open interest
Questions people ask about IEP
Where is IEP's gamma max today?
As of Sep 11, 2026, the gamma max for IEP is 7.59, +8.4% from the 7.00 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 IEP above or below its delta neutral price?
IEP closed above delta neutral: 7.00 against a delta neutral price of 6.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IEP have?
152,461 contracts of open interest across 97 listed contracts on Sep 11, 2026, +0.7% 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.