IYW gamma max, delta neutral & open interest levels
As of close · rank #1468 by open interest · snapshot page
IYW closed 5.0% below its gamma max of 265.79. It is 11.9% above the delta neutral price of 223.04. Total open interest is 24,851, +2.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about IYW
Where is IYW's gamma max today?
As of Sep 11, 2026, the gamma max for IYW is 265.79, +5.0% from the 253.25 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 IYW above or below its delta neutral price?
IYW closed above delta neutral: 253.25 against a delta neutral price of 223.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does IYW have?
24,851 contracts of open interest across 204 listed contracts on Sep 11, 2026, +2.4% 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.