ILF gamma max, delta neutral & open interest levels
As of close · rank #2084 by open interest · snapshot page
ILF closed 5.2% below its gamma max of 37.85. It is 8.5% above the delta neutral price of 32.93. Total open interest is 10,891, -0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ILF
Where is ILF's gamma max today?
As of Sep 11, 2026, the gamma max for ILF is 37.85, +5.2% from the 35.97 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 ILF above or below its delta neutral price?
ILF closed above delta neutral: 35.97 against a delta neutral price of 32.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ILF have?
10,891 contracts of open interest across 85 listed contracts on Sep 11, 2026, -0.4% 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.