IREX gamma max, delta neutral & open interest levels
As of close · rank #2093 by open interest · snapshot page
IREX closed 20.6% below its gamma max of 18.90. It is 6.1% below the delta neutral price of 16.63. Total open interest is 10,795, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IREX
Where is IREX's gamma max today?
As of Sep 11, 2026, the gamma max for IREX is 18.90, +20.6% from the 15.68 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 IREX above or below its delta neutral price?
IREX closed below delta neutral: 15.68 against a delta neutral price of 16.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IREX have?
10,795 contracts of open interest across 280 listed contracts on Sep 11, 2026, +1.9% 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.