ITT gamma max, delta neutral & open interest levels
As of close · rank #1790 by open interest · snapshot page
ITT closed 17.7% below its gamma max of 240.19. It is 2.4% below the delta neutral price of 209.06. Total open interest is 16,084, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITT
Where is ITT's gamma max today?
As of Sep 11, 2026, the gamma max for ITT is 240.19, +17.7% from the 204.14 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 ITT above or below its delta neutral price?
ITT closed below delta neutral: 204.14 against a delta neutral price of 209.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITT have?
16,084 contracts of open interest across 99 listed contracts on Sep 11, 2026, -0.5% 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.