ICLN gamma max, delta neutral & open interest levels
As of close · rank #794 by open interest · snapshot page
ICLN closed 0.4% below its gamma max of 17.99. It is 5.9% above the delta neutral price of 16.86. Total open interest is 75,928, -0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ICLN
Where is ICLN's gamma max today?
As of Sep 11, 2026, the gamma max for ICLN is 17.99, +0.4% from the 17.92 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 ICLN above or below its delta neutral price?
ICLN closed above delta neutral: 17.92 against a delta neutral price of 16.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ICLN have?
75,928 contracts of open interest across 213 listed contracts on Sep 11, 2026, -0.7% 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.