Data through close

INVZ gamma max, delta neutral & open interest levels

As of close · rank #786 by open interest · snapshot page

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Close
0.31
prev 0.32
Gamma max
0.50
+60.3% from close
Delta neutral
0.08
-73.8% from close
Gamma neutral
0.31
0.0% from close
Open interest
77,052
+0.2% vs prev
Contracts listed
50
26 calls · 24 puts

INVZ closed 60.3% below its gamma max of 0.50. It is 73.8% above the delta neutral price of 0.08. Total open interest is 77,052, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about INVZ

Where is INVZ's gamma max today?

As of Sep 11, 2026, the gamma max for INVZ is 0.50, +60.3% from the 0.31 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 INVZ above or below its delta neutral price?

INVZ closed above delta neutral: 0.31 against a delta neutral price of 0.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does INVZ have?

77,052 contracts of open interest across 50 listed contracts on Sep 11, 2026, +0.2% 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.