IMXI gamma max, delta neutral & open interest levels
As of close · rank #1287 by open interest · snapshot page
IMXI closed 10.0% below its gamma max of 15.52. It is 2.1% above the delta neutral price of 13.80. Total open interest is 32,639, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IMXI
Where is IMXI's gamma max today?
As of Sep 11, 2026, the gamma max for IMXI is 15.52, +10.0% from the 14.10 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 IMXI above or below its delta neutral price?
IMXI closed above delta neutral: 14.10 against a delta neutral price of 13.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IMXI have?
32,639 contracts of open interest across 65 listed contracts on Sep 11, 2026, +0.5% 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.