IJR gamma max, delta neutral & open interest levels
As of close · rank #2106 by open interest · snapshot page
IJR closed 8.5% below its gamma max of 154.33. It is 3.6% above the delta neutral price of 137.14. Total open interest is 10,664, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IJR
Where is IJR's gamma max today?
As of Sep 11, 2026, the gamma max for IJR is 154.33, +8.5% from the 142.19 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 IJR above or below its delta neutral price?
IJR closed above delta neutral: 142.19 against a delta neutral price of 137.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IJR have?
10,664 contracts of open interest across 264 listed contracts on Sep 11, 2026, +0.3% 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.