IYR gamma max, delta neutral & open interest levels
As of close · rank #475 by open interest · 1,379 sessions of history since Dec 1, 2020
IYR closed 6.0% below its gamma max of 106.82. It is 2.8% below the delta neutral price of 103.56. Total open interest is 173,656, +5.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 43 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | -3.9% |
| Open interest change, 21 sessions | -13.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 104.74 vs 104.76 (-0.0%)
- closed above delta neutral at 105.46 vs 105.07 (+0.4%)
- closed below delta neutral at 104.15 vs 104.20 (-0.0%)
- closed above delta neutral at 105.06 vs 104.84 (+0.2%)
- closed below delta neutral at 105.12 vs 105.42 (-0.3%)
- closed below gamma max at 106.09 vs 109.88 (-3.6%)
- closed above gamma max at 106.25 vs 106.09 (+0.2%)
- closed above delta neutral at 103.91 vs 103.40 (+0.5%)
- closed below delta neutral at 103.32 vs 103.51 (-0.2%)
- closed above delta neutral at 101.61 vs 100.88 (+0.7%)
In today's screens
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Neighbours by open interest
Questions people ask about IYR
Where is IYR's gamma max today?
As of Sep 11, 2026, the gamma max for IYR is 106.82, +6.0% from the 100.75 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 IYR above or below its delta neutral price?
IYR closed below delta neutral: 100.75 against a delta neutral price of 103.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IYR have?
173,656 contracts of open interest across 425 listed contracts on Sep 11, 2026, +5.6% 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.