Data through close

IQV gamma max, delta neutral & open interest levels

As of close · rank #1976 by open interest · snapshot page

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Close
261.77
prev 257.30
Gamma max
277.84
+6.1% from close
Delta neutral
238.10
-9.0% from close
Gamma neutral
234.77
-10.3% from close
Open interest
12,710
+0.2% vs prev
Contracts listed
308
184 calls · 129 puts

IQV closed 6.1% below its gamma max of 277.84. It is 9.0% above the delta neutral price of 238.10. Total open interest is 12,710, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about IQV

Where is IQV's gamma max today?

As of Sep 11, 2026, the gamma max for IQV is 277.84, +6.1% from the 261.77 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 IQV above or below its delta neutral price?

IQV closed above delta neutral: 261.77 against a delta neutral price of 238.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IQV have?

12,710 contracts of open interest across 308 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.