ITW gamma max, delta neutral & open interest levels
As of close · rank #2065 by open interest · snapshot page
ITW closed 4.6% below its gamma max of 280.49. It is 1.2% above the delta neutral price of 264.93. Total open interest is 11,206, -3.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ITW
Where is ITW's gamma max today?
As of Sep 11, 2026, the gamma max for ITW is 280.49, +4.6% from the 268.16 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 ITW above or below its delta neutral price?
ITW closed above delta neutral: 268.16 against a delta neutral price of 264.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ITW have?
11,206 contracts of open interest across 181 listed contracts on Sep 11, 2026, -3.9% 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.