ICE gamma max, delta neutral & open interest levels
As of close · rank #869 by open interest · snapshot page
ICE closed 2.0% below its gamma max of 160.56. It is 8.7% above the delta neutral price of 143.74. Total open interest is 66,739, -2.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ICE
Where is ICE's gamma max today?
As of Sep 11, 2026, the gamma max for ICE is 160.56, +2.0% from the 157.40 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 ICE above or below its delta neutral price?
ICE closed above delta neutral: 157.40 against a delta neutral price of 143.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ICE have?
66,739 contracts of open interest across 417 listed contracts on Sep 11, 2026, -2.0% 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.