ITRI gamma max, delta neutral & open interest levels
As of close · rank #2041 by open interest · snapshot page
ITRI closed 8.5% below its gamma max of 101.52. It is 5.1% above the delta neutral price of 88.79. Total open interest is 11,660, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITRI
Where is ITRI's gamma max today?
As of Sep 11, 2026, the gamma max for ITRI is 101.52, +8.5% from the 93.55 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 ITRI above or below its delta neutral price?
ITRI closed above delta neutral: 93.55 against a delta neutral price of 88.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITRI have?
11,660 contracts of open interest across 111 listed contracts on Sep 11, 2026, +0.1% 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.