IRM gamma max, delta neutral & open interest levels
As of close · rank #1021 by open interest · snapshot page
IRM closed 14.6% below its gamma max of 132.02. It is 2.8% below the delta neutral price of 118.42. Total open interest is 49,227, -2.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IRM
Where is IRM's gamma max today?
As of Sep 11, 2026, the gamma max for IRM is 132.02, +14.6% from the 115.18 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 IRM above or below its delta neutral price?
IRM closed below delta neutral: 115.18 against a delta neutral price of 118.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IRM have?
49,227 contracts of open interest across 382 listed contracts on Sep 11, 2026, -2.9% 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.