INSM gamma max, delta neutral & open interest levels
As of close · rank #705 by open interest · snapshot page
INSM closed 4.5% below its gamma max of 135.21. It is 18.7% above the delta neutral price of 105.22. Total open interest is 92,866, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about INSM
Where is INSM's gamma max today?
As of Sep 11, 2026, the gamma max for INSM is 135.21, +4.5% from the 129.41 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 INSM above or below its delta neutral price?
INSM closed above delta neutral: 129.41 against a delta neutral price of 105.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INSM have?
92,866 contracts of open interest across 367 listed contracts on Sep 11, 2026, +1.9% 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.