JCI gamma max, delta neutral & open interest levels
As of close · rank #845 by open interest · snapshot page
JCI closed 8.8% below its gamma max of 158.89. It is 9.5% above the delta neutral price of 132.10. Total open interest is 69,169, -0.2% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about JCI
Where is JCI's gamma max today?
As of Sep 11, 2026, the gamma max for JCI is 158.89, +8.8% from the 146.01 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 JCI above or below its delta neutral price?
JCI closed above delta neutral: 146.01 against a delta neutral price of 132.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JCI have?
69,169 contracts of open interest across 306 listed contracts on Sep 11, 2026, -0.2% 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.