IOVA gamma max, delta neutral & open interest levels
As of close · rank #297 by open interest · 1,379 sessions of history since Dec 1, 2020
IOVA closed 16.7% below its gamma max of 10.06. It is 51.3% above the delta neutral price of 4.20. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 331,877, -1.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 73% |
| Gamma max crosses | 62 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -1.4% |
| Open interest change, 21 sessions | +17.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 8.62 vs 10.06 (-16.7%)
- closed above gamma max at 8.79 vs 7.44 (+15.3%)
- closed below gamma max at 8.62 vs 8.77 (-1.8%)
- closed above gamma max at 6.98 vs 6.52 (+6.6%)
- closed below gamma max at 6.49 vs 7.31 (-12.6%)
- closed above gamma max at 4.74 vs 4.49 (+5.2%)
- closed below gamma max at 4.28 vs 4.57 (-6.8%)
- closed above gamma max at 3.82 vs 0.50 (+86.9%)
- closed below gamma max at 3.96 vs 4.05 (-2.2%)
- closed above gamma max at 3.78 vs 0.50 (+86.8%)
In today's screens
Neighbours by open interest
Questions people ask about IOVA
Where is IOVA's gamma max today?
As of Sep 11, 2026, the gamma max for IOVA is 10.06, +16.7% from the 8.62 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 IOVA above or below its delta neutral price?
IOVA closed above delta neutral: 8.62 against a delta neutral price of 4.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IOVA have?
331,877 contracts of open interest across 186 listed contracts on Sep 11, 2026, -1.3% 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.