INDA gamma max, delta neutral & open interest levels
As of close · rank #618 by open interest · 1,374 sessions of history since Dec 1, 2020
INDA closed 6.8% below its gamma max of 51.83. It is 0.6% below the delta neutral price of 48.79. Total open interest is 111,450, -0.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 21th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -17.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 48.67 vs 49.07 (-0.8%)
- closed above delta neutral at 49.38 vs 49.36 (+0.0%)
- closed below delta neutral at 49.58 vs 49.72 (-0.3%)
- closed above delta neutral at 49.70 vs 49.41 (+0.6%)
- closed below delta neutral at 48.55 vs 49.47 (-1.9%)
- closed above delta neutral at 47.76 vs 45.95 (+3.8%)
- closed below delta neutral at 47.31 vs 47.51 (-0.4%)
- closed above delta neutral at 47.52 vs 47.34 (+0.4%)
- closed below delta neutral at 48.46 vs 48.69 (-0.5%)
- closed above delta neutral at 49.30 vs 48.71 (+1.2%)
In today's screens
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Neighbours by open interest
Questions people ask about INDA
Where is INDA's gamma max today?
As of Sep 11, 2026, the gamma max for INDA is 51.83, +6.8% from the 48.51 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 INDA above or below its delta neutral price?
INDA closed below delta neutral: 48.51 against a delta neutral price of 48.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INDA have?
111,450 contracts of open interest across 222 listed contracts on Sep 11, 2026, -0.4% 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.