IREN gamma max, delta neutral & open interest levels
As of close · rank #37 by open interest · 1,018 sessions of history since May 3, 2022
IREN closed 15.7% below its gamma max of 50.71. It is 20.7% above the delta neutral price of 34.75. Total open interest is 2,637,431, -4.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 92th |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | -2.6% |
| History available | May 3, 2022 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 38.26 vs 35.44 (+7.4%)
- closed below delta neutral at 33.93 vs 35.24 (-3.9%)
- closed above delta neutral at 40.20 vs 34.75 (+13.6%)
- closed below delta neutral at 34.83 vs 37.53 (-7.8%)
- closed below gamma max at 64.05 vs 69.06 (-7.8%)
- closed above gamma max at 67.94 vs 66.50 (+2.1%)
- closed below gamma max at 55.15 vs 60.79 (-10.2%)
- closed above gamma max at 61.20 vs 59.23 (+3.2%)
- closed below gamma max at 56.85 vs 56.97 (-0.2%)
- closed above gamma max at 60.98 vs 56.45 (+7.4%)
In today's screens
Neighbours by open interest
Questions people ask about IREN
Where is IREN's gamma max today?
As of Sep 11, 2026, the gamma max for IREN is 50.71, +15.7% from the 43.83 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 IREN above or below its delta neutral price?
IREN closed above delta neutral: 43.83 against a delta neutral price of 34.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IREN have?
2,637,431 contracts of open interest across 1,244 listed contracts on Sep 11, 2026, -4.8% 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.