LAD gamma max, delta neutral & open interest levels
As of close · rank #1923 by open interest · snapshot page
LAD closed 33.5% below its gamma max of 477.84. It is 1.7% above the delta neutral price of 351.80. Total open interest is 13,577, +0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about LAD
Where is LAD's gamma max today?
As of Sep 11, 2026, the gamma max for LAD is 477.84, +33.5% from the 358.02 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 LAD above or below its delta neutral price?
LAD closed above delta neutral: 358.02 against a delta neutral price of 351.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LAD have?
13,577 contracts of open interest across 207 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.