IOT gamma max, delta neutral & open interest levels
As of close · rank #530 by open interest · 1,112 sessions of history since Dec 22, 2021
IOT closed 12.1% below its gamma max of 43.01. It is 10.4% above the delta neutral price of 34.38. Total open interest is 146,013, -10.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 79th |
| Open interest change, 5 sessions | +4.1% |
| Open interest change, 21 sessions | -5.1% |
| History available | Dec 22, 2021 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 31.14 vs 29.67 (+4.7%)
- closed below delta neutral at 28.98 vs 29.08 (-0.3%)
- closed below gamma max at 36.34 vs 36.84 (-1.4%)
- closed above gamma max at 38.55 vs 35.45 (+8.0%)
- closed above delta neutral at 27.57 vs 27.36 (+0.7%)
- closed below delta neutral at 28.21 vs 28.52 (-1.1%)
- closed above delta neutral at 30.51 vs 29.08 (+4.7%)
- closed below delta neutral at 28.74 vs 28.93 (-0.7%)
- closed above delta neutral at 29.63 vs 29.05 (+2.0%)
- closed below delta neutral at 29.30 vs 30.12 (-2.8%)
In today's screens
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Neighbours by open interest
Questions people ask about IOT
Where is IOT's gamma max today?
As of Sep 11, 2026, the gamma max for IOT is 43.01, +12.1% from the 38.38 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 IOT above or below its delta neutral price?
IOT closed above delta neutral: 38.38 against a delta neutral price of 34.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IOT have?
146,013 contracts of open interest across 490 listed contracts on Sep 11, 2026, -10.4% 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.