ICLR gamma max, delta neutral & open interest levels
As of close · rank #2114 by open interest · snapshot page
ICLR closed 18.8% below its gamma max of 201.07. It is 4.7% above the delta neutral price of 161.29. Total open interest is 10,551, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ICLR
Where is ICLR's gamma max today?
As of Sep 11, 2026, the gamma max for ICLR is 201.07, +18.8% from the 169.31 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: 169.31 against a delta neutral price of 161.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ICLR have?
10,551 contracts of open interest across 188 listed contracts on Sep 11, 2026, +0.1% 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.