IMVT gamma max, delta neutral & open interest levels
As of close · rank #1374 by open interest · snapshot page
IMVT closed 34.1% above its gamma max of 24.61. It is 56.7% above the delta neutral price of 16.16. Total open interest is 28,672, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IMVT
Where is IMVT's gamma max today?
As of Sep 11, 2026, the gamma max for IMVT is 24.61, -34.1% from the 37.36 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 IMVT above or below its delta neutral price?
IMVT closed above delta neutral: 37.36 against a delta neutral price of 16.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IMVT have?
28,672 contracts of open interest across 207 listed contracts on Sep 11, 2026, +0.1% 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.