Immersion optics enable creation of systems with improved optical concentration and coupling by taking advantage of the fact that the luminance of light is proportional to the square of the refractive index in a lossless optical system. Immersion graded index optical concentrators, that do not need to track the source, are described in terms of theory, simulations, and experiments. We introduce a generalized design guide equation which follows the Pareto function and can be used to create various immersion graded index optics depending on the application requirements of concentration, refractive index, height, and efficiency. We present glass and polymer fabrication techniques for creating broadband transparent graded index materials with large refractive index ranges, (refractive index ratio)2 of ~2, going many fold beyond what is seen in nature or the optics industry. The prototypes demonstrate 3x optical concentration with over 90% efficiency. We report via functional prototypes that graded-index-lens concentrators perform close to the theoretical maximum limit and we introduce simple, inexpensive, design-flexible, and scalable fabrication techniques for their implementation.