ITB gamma max, delta neutral & open interest levels
As of close · rank #752 by open interest · snapshot page
ITB closed 11.5% below its gamma max of 99.88. It is 6.1% below the delta neutral price of 95.09. Total open interest is 82,506, +4.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITB
Where is ITB's gamma max today?
As of Sep 11, 2026, the gamma max for ITB is 99.88, +11.5% from the 89.58 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 ITB above or below its delta neutral price?
ITB closed below delta neutral: 89.58 against a delta neutral price of 95.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITB have?
82,506 contracts of open interest across 344 listed contracts on Sep 11, 2026, +4.1% 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.