LBRT gamma max, delta neutral & open interest levels
As of close · rank #879 by open interest · snapshot page
LBRT closed 4.3% below its gamma max of 21.86. It is 18.7% above the delta neutral price of 17.04. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 65,750, +8.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LBRT
Where is LBRT's gamma max today?
As of Sep 11, 2026, the gamma max for LBRT is 21.86, +4.3% from the 20.96 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 LBRT above or below its delta neutral price?
LBRT closed above delta neutral: 20.96 against a delta neutral price of 17.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LBRT have?
65,750 contracts of open interest across 191 listed contracts on Sep 11, 2026, +8.6% 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.