IFF gamma max, delta neutral & open interest levels
As of close · rank #2059 by open interest · snapshot page
IFF closed 1.5% below its gamma max of 84.88. It is 5.7% above the delta neutral price of 78.85. Total open interest is 11,261, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IFF
Where is IFF's gamma max today?
As of Sep 11, 2026, the gamma max for IFF is 84.88, +1.5% from the 83.61 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 IFF above or below its delta neutral price?
IFF closed above delta neutral: 83.61 against a delta neutral price of 78.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IFF have?
11,261 contracts of open interest across 227 listed contracts on Sep 11, 2026, +0.9% 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.