ILMN gamma max, delta neutral & open interest levels
As of close · rank #1537 by open interest · snapshot page
ILMN closed 12.8% below its gamma max of 232.82. It is 22.7% above the delta neutral price of 159.54. Total open interest is 22,261, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ILMN
Where is ILMN's gamma max today?
As of Sep 11, 2026, the gamma max for ILMN is 232.82, +12.8% from the 206.45 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 ILMN above or below its delta neutral price?
ILMN closed above delta neutral: 206.45 against a delta neutral price of 159.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ILMN have?
22,261 contracts of open interest across 403 listed contracts on Sep 11, 2026, +0.0% 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.