IPO gamma max, delta neutral & open interest levels
As of close · rank #2014 by open interest · snapshot page
IPO closed 60.4% below its gamma max of 83.92. It is 7.9% below the delta neutral price of 56.43. Total open interest is 12,010, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IPO
Where is IPO's gamma max today?
As of Sep 11, 2026, the gamma max for IPO is 83.92, +60.4% from the 52.32 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 IPO above or below its delta neutral price?
IPO closed below delta neutral: 52.32 against a delta neutral price of 56.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IPO have?
12,010 contracts of open interest across 74 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.