IHI gamma max, delta neutral & open interest levels
As of close · rank #392 by open interest · 1,379 sessions of history since Dec 1, 2020
IHI closed 27.0% below its gamma max of 64.64. It is 10.0% below the delta neutral price of 55.98. Total open interest is 225,165, +1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +2.4% |
| Open interest change, 21 sessions | +29.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 55.45 vs 56.00 (-1.0%)
- closed above delta neutral at 56.64 vs 56.48 (+0.3%)
- closed below delta neutral at 55.08 vs 55.62 (-1.0%)
- closed above delta neutral at 54.11 vs 54.03 (+0.1%)
- closed below delta neutral at 53.72 vs 53.91 (-0.4%)
- closed above delta neutral at 54.21 vs 53.62 (+1.1%)
- closed below delta neutral at 49.65 vs 49.84 (-0.4%)
- closed above delta neutral at 48.70 vs 47.78 (+1.9%)
- closed below delta neutral at 54.22 vs 55.10 (-1.6%)
- closed below gamma max at 54.24 vs 54.31 (-0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about IHI
Where is IHI's gamma max today?
As of Sep 11, 2026, the gamma max for IHI is 64.64, +27.0% from the 50.88 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 IHI above or below its delta neutral price?
IHI closed below delta neutral: 50.88 against a delta neutral price of 55.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IHI have?
225,165 contracts of open interest across 153 listed contracts on Sep 11, 2026, +1.1% 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.