Data through close

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

As of close · rank #2447 by open interest · snapshot page

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ICLR's nearest-expiration max pain is 165.00 for 2026-10-16, its GEX flip is 91.47, net GEX is 249,344, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
162.05
prev 161.85
Gamma max
182.19
+12.4% from close
Delta neutral
138.84
-14.3% from close
Gamma neutral
91.47
-43.6% from close
Open interest
6,072
-3.5% vs prev
Contracts listed
168
121 calls · 81 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
165.00
+1.8% from close
2026-10-16
GEX flip
91.47
-43.6% from close
Net GEX
249,344
4,106,451 per 100k OI
Call wall
175.00
+8.0% from close
Put wall
165.00
+1.8% from close
Put/call OI
0.38
1,687 puts / 4,385 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
36.6
within trailing 52-week range
Front / back ATM IV
+46.7% / +56.4%
-9.7 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+6.7%
front-window midpoint premium
25Δ risk reversal
-2.0 pp
put IV minus call IV
IV butterfly
6.2 pp
front-window smile convexity
Volume / open interest
0.00
8 contracts traded
Normalized net delta
0.276
option-holder convention
Modeled dealer delta
-0.268
opposite-side scenario
Vanna / 100k OI
-313
volatility-sensitive delta
Charm / 100k OI
-2,667,852
time-decay-sensitive delta
IV surface range
135.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ICLR closed 12.4% below its gamma max of 182.19. It is 14.3% above the delta neutral price of 138.84. Total open interest is 6,072, -3.5% 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

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Neighbours by open interest

← FLS (#2446) HTFL (#2448) →

Questions people ask about ICLR

Where is ICLR's gamma max today?

As of Oct 2, 2026, the gamma max for ICLR is 182.19, +12.4% from the 162.05 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 ICLR above or below its delta neutral price?

ICLR closed above delta neutral: 162.05 against a delta neutral price of 138.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ICLR have?

6,072 contracts of open interest across 168 listed contracts on Oct 2, 2026, -3.5% 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.