INCY gamma max, delta neutral & open interest levels
As of close · rank #1289 by open interest · snapshot page
INCY closed 9.9% below its gamma max of 133.55. It is 0.7% above the delta neutral price of 120.62. Total open interest is 32,420, +1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about INCY
Where is INCY's gamma max today?
As of Sep 11, 2026, the gamma max for INCY is 133.55, +9.9% from the 121.47 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 INCY above or below its delta neutral price?
INCY closed above delta neutral: 121.47 against a delta neutral price of 120.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INCY have?
32,420 contracts of open interest across 259 listed contracts on Sep 11, 2026, +1.1% 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.