LBTYA gamma max, delta neutral & open interest levels
As of close · rank #587 by open interest · 1,379 sessions of history since Dec 1, 2020
LBTYA closed 24.3% below its gamma max of 13.01. It is 19.6% above the delta neutral price of 8.42. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 123,220, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 38 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | +6.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 10.47 vs 13.01 (-24.3%)
- closed above gamma max at 10.51 vs 7.50 (+28.6%)
- closed above delta neutral at 10.22 vs 9.92 (+2.9%)
- closed below delta neutral at 9.69 vs 9.94 (-2.6%)
- closed above delta neutral at 10.29 vs 9.74 (+5.4%)
- closed below delta neutral at 10.42 vs 10.47 (-0.5%)
- closed above delta neutral at 10.28 vs 10.09 (+1.9%)
- closed below delta neutral at 10.31 vs 10.49 (-1.8%)
- closed below gamma max at 12.56 vs 14.57 (-16.0%)
- closed above gamma max at 12.62 vs 12.54 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about LBTYA
Where is LBTYA's gamma max today?
As of Sep 11, 2026, the gamma max for LBTYA is 13.01, +24.3% from the 10.47 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 LBTYA above or below its delta neutral price?
LBTYA closed above delta neutral: 10.47 against a delta neutral price of 8.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LBTYA have?
123,220 contracts of open interest across 51 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.