IR gamma max, delta neutral & open interest levels
As of close · rank #1514 by open interest · snapshot page
IR closed 16.4% below its gamma max of 84.86. It is 4.6% above the delta neutral price of 69.54. Total open interest is 23,104, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IR
Where is IR's gamma max today?
As of Sep 11, 2026, the gamma max for IR is 84.86, +16.4% from the 72.93 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 IR above or below its delta neutral price?
IR closed above delta neutral: 72.93 against a delta neutral price of 69.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IR have?
23,104 contracts of open interest across 143 listed contracts on Sep 11, 2026, +0.4% 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.