INVZ gamma max, delta neutral & open interest levels
As of close · rank #786 by open interest · snapshot page
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.