IVV gamma max, delta neutral & open interest levels
As of close · rank #1825 by open interest · snapshot page
IVV closed 0.6% below its gamma max of 772.48. It is 6.0% above the delta neutral price of 721.52. Total open interest is 15,519, -0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IVV
Where is IVV's gamma max today?
As of Sep 11, 2026, the gamma max for IVV is 772.48, +0.6% from the 767.87 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 IVV above or below its delta neutral price?
IVV closed above delta neutral: 767.87 against a delta neutral price of 721.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IVV have?
15,519 contracts of open interest across 830 listed contracts on Sep 11, 2026, -0.6% 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.