IMMR gamma max, delta neutral & open interest levels
As of close · rank #1908 by open interest · snapshot page
IMMR closed 0.3% above its gamma max of 7.38. It is 34.2% above the delta neutral price of 4.87. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 13,856, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IMMR
Where is IMMR's gamma max today?
As of Sep 11, 2026, the gamma max for IMMR is 7.38, -0.3% from the 7.40 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 IMMR above or below its delta neutral price?
IMMR closed above delta neutral: 7.40 against a delta neutral price of 4.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IMMR have?
13,856 contracts of open interest across 21 listed contracts on Sep 11, 2026, 0.0% 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.