IGV gamma max, delta neutral & open interest levels
As of close · rank #76 by open interest · 1,364 sessions of history since Dec 1, 2020
IGV closed 11.1% below its gamma max of 113.02. It is 0.1% below the delta neutral price of 101.85. Total open interest is 1,394,269, -1.7% 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 | 4 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 66th |
| Open interest change, 5 sessions | -0.0% |
| Open interest change, 21 sessions | -17.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 101.83 vs 101.85 (-0.0%)
- closed above delta neutral at 97.42 vs 95.30 (+2.2%)
- closed below delta neutral at 94.58 vs 95.25 (-0.7%)
- closed above delta neutral at 93.31 vs 93.15 (+0.2%)
- closed below delta neutral at 92.37 vs 92.90 (-0.6%)
- closed above delta neutral at 91.78 vs 91.69 (+0.1%)
- closed below delta neutral at 94.14 vs 94.46 (-0.3%)
- closed above delta neutral at 94.81 vs 94.78 (+0.0%)
- closed below delta neutral at 93.03 vs 95.63 (-2.8%)
- closed below gamma max at 104.82 vs 109.60 (-4.6%)
In today's screens
Neighbours by open interest
Questions people ask about IGV
Where is IGV's gamma max today?
As of Sep 11, 2026, the gamma max for IGV is 113.02, +11.1% from the 101.75 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 IGV above or below its delta neutral price?
IGV closed below delta neutral: 101.75 against a delta neutral price of 101.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IGV have?
1,394,269 contracts of open interest across 1,289 listed contracts on Sep 11, 2026, -1.7% 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.