INSW gamma max, delta neutral & open interest levels
As of close · rank #1474 by open interest · snapshot page
INSW closed 4.6% below its gamma max of 108.41. It is 8.1% above the delta neutral price of 95.24. Total open interest is 24,716, +0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about INSW
Where is INSW's gamma max today?
As of Sep 11, 2026, the gamma max for INSW is 108.41, +4.6% from the 103.65 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 INSW above or below its delta neutral price?
INSW closed above delta neutral: 103.65 against a delta neutral price of 95.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INSW have?
24,716 contracts of open interest across 105 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.