ITUB gamma max, delta neutral & open interest levels
As of close · rank #1062 by open interest · snapshot page
ITUB closed 18.3% below its gamma max of 9.85. It is 2.6% below the delta neutral price of 8.54. Total open interest is 45,679, +2.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITUB
Where is ITUB's gamma max today?
As of Sep 11, 2026, the gamma max for ITUB is 9.85, +18.3% from the 8.33 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 ITUB above or below its delta neutral price?
ITUB closed below delta neutral: 8.33 against a delta neutral price of 8.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITUB have?
45,679 contracts of open interest across 62 listed contracts on Sep 11, 2026, +2.5% 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.