LASE gamma max, delta neutral & open interest levels
As of close · rank #835 by open interest · snapshot page
LASE closed 25.4% above its gamma max of 0.52. It is 57.6% above the delta neutral price of 0.29. Total open interest is 69,851, -1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LASE
Where is LASE's gamma max today?
As of Sep 11, 2026, the gamma max for LASE is 0.52, -25.4% from the 0.69 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 LASE above or below its delta neutral price?
LASE closed above delta neutral: 0.69 against a delta neutral price of 0.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LASE have?
69,851 contracts of open interest across 81 listed contracts on Sep 11, 2026, -1.0% 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.