IVZ gamma max, delta neutral & open interest levels
As of close · rank #1339 by open interest · snapshot page
IVZ closed 8.0% below its gamma max of 34.85. It is 22.9% above the delta neutral price of 24.90. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 30,038, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IVZ
Where is IVZ's gamma max today?
As of Sep 11, 2026, the gamma max for IVZ is 34.85, +8.0% from the 32.28 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 IVZ above or below its delta neutral price?
IVZ closed above delta neutral: 32.28 against a delta neutral price of 24.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IVZ have?
30,038 contracts of open interest across 147 listed contracts on Sep 11, 2026, -0.2% 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.