Data through close

IMSR options analysis & open interest

As of close · rank #1007 by open interest · snapshot page

JSON snapshot Advanced analysis

its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

The dated options analysis covers this chain. Core gamma max, delta neutral and historical levels are unavailable for this ticker.

Close
3.78
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
48,090
Contracts listed
–

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
63.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
10.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
483 contracts traded
Normalized net delta
0.136
option-holder convention
Modeled dealer delta
-0.136
opposite-side scenario
Vanna / 100k OI
2,682
volatility-sensitive delta
Charm / 100k OI
-72,015
time-decay-sensitive delta
IV surface range
– pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about IMSR

Where is IMSR's gamma max today?

No gamma max could be computed for IMSR on Oct 2, 2026. 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 IMSR above or below its delta neutral price?

No delta neutral price was available for IMSR on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IMSR have?

48,090 contracts of open interest across – listed contracts on Oct 2, 2026. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.