Data through close

ICLN max pain, gamma exposure (GEX) & options open interest

As of close · rank #944 by open interest · snapshot page

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ICLN's nearest-expiration max pain is 17.00 for 2026-10-09, its GEX flip is 13.87, net GEX is 7,681,166, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.19
prev 16.84
Gamma max
17.91
+4.2% from close
Delta neutral
15.12
-12.0% from close
Gamma neutral
13.87
-19.3% from close
Open interest
54,677
-0.2% vs prev
Contracts listed
190
129 calls · 91 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
17.00
-1.1% from close
2026-10-09
GEX flip
13.87
-19.3% from close
Net GEX
7,681,166
14,048,258 per 100k OI
Call wall
18.00
+4.7% from close
Put wall
13.00
-24.4% from close
Put/call OI
0.22
9,887 puts / 44,790 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
100.0
within trailing 52-week range
Front / back ATM IV
+46.5% / +34.1%
12.4 pp front premium
Expected move
+6.4%
7 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
153.0 pp
put IV minus call IV
IV butterfly
-42.8 pp
front-window smile convexity
Volume / open interest
0.00
167 contracts traded
Normalized net delta
0.162
option-holder convention
Modeled dealer delta
-0.158
opposite-side scenario
Vanna / 100k OI
4,032
volatility-sensitive delta
Charm / 100k OI
-317,733
time-decay-sensitive delta
IV surface range
153.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ICLN closed 4.2% below its gamma max of 17.91. It is 12.0% above the delta neutral price of 15.12. Total open interest is 54,677, -0.2% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Neighbours by open interest

← KNX (#943) IVA (#945) →

Questions people ask about ICLN

Where is ICLN's gamma max today?

As of Oct 2, 2026, the gamma max for ICLN is 17.91, +4.2% from the 17.19 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: 17.19 against a delta neutral price of 15.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ICLN have?

54,677 contracts of open interest across 190 listed contracts on Oct 2, 2026, -0.2% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.