IMAX gamma max, delta neutral & open interest levels
As of close · rank #861 by open interest · snapshot page
IMAX closed 28.4% below its gamma max of 66.90. It is 1.4% below the delta neutral price of 52.83. Total open interest is 67,406, +0.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about IMAX
Where is IMAX's gamma max today?
As of Sep 11, 2026, the gamma max for IMAX is 66.90, +28.4% from the 52.09 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 IMAX above or below its delta neutral price?
IMAX closed below delta neutral: 52.09 against a delta neutral price of 52.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IMAX have?
67,406 contracts of open interest across 125 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.