IVA gamma max, delta neutral & open interest levels
As of close · rank #1088 by open interest · snapshot page
IVA closed 37.8% above its gamma max of 2.50. It is 99.6% above the delta neutral price of 0.02. Total open interest is 44,277, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IVA
Where is IVA's gamma max today?
As of Sep 11, 2026, the gamma max for IVA is 2.50, -37.8% from the 4.02 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 IVA above or below its delta neutral price?
IVA closed above delta neutral: 4.02 against a delta neutral price of 0.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IVA have?
44,277 contracts of open interest across 20 listed contracts on Sep 11, 2026, +0.0% 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.