IWF gamma max, delta neutral & open interest levels
As of close · rank #1662 by open interest · snapshot page
IWF closed 1.6% above its gamma max of 120.36. It is 13.5% above the delta neutral price of 105.82. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,359, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IWF
Where is IWF's gamma max today?
As of Sep 11, 2026, the gamma max for IWF is 120.36, -1.6% from the 122.27 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 IWF above or below its delta neutral price?
IWF closed above delta neutral: 122.27 against a delta neutral price of 105.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IWF have?
19,359 contracts of open interest across 230 listed contracts on Sep 11, 2026, +0.1% 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.