Data through close

LCID gamma max, delta neutral & open interest levels

As of close · rank #149 by open interest · 1,217 sessions of history since Jul 26, 2021

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Close
4.22
prev 4.18
Gamma max
8.91
+111.2% from close
Delta neutral
5.55
+31.5% from close
Gamma neutral
6.34
+50.3% from close
Open interest
716,853
-0.5% vs prev
Contracts listed
493
261 calls · 238 puts

LCID closed 111.2% below its gamma max of 8.91. It is 31.5% below the delta neutral price of 5.55. Total open interest is 716,853, -0.5% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max0%
Gamma max crosses1
Delta neutral crosses15
Open interest percentile (1y)91th
Open interest change, 5 sessions+0.7%
Open interest change, 21 sessions-5.7%
History availableJul 26, 2021 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 6.70 vs 7.32 (-9.2%)
  2. closed above delta neutral at 7.90 vs 6.92 (+12.4%)
  3. closed below delta neutral at 6.45 vs 6.66 (-3.2%)
  4. closed above delta neutral at 7.35 vs 6.40 (+13.0%)
  5. closed below delta neutral at 5.99 vs 6.32 (-5.6%)
  6. closed above delta neutral at 6.68 vs 6.59 (+1.5%)
  7. closed below delta neutral at 6.08 vs 6.52 (-7.2%)
  8. closed above delta neutral at 6.51 vs 6.44 (+1.1%)
  9. closed below delta neutral at 17.28 vs 18.68 (-8.1%)
  10. closed above delta neutral at 17.96 vs 17.91 (+0.3%)

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Questions people ask about LCID

Where is LCID's gamma max today?

As of Sep 11, 2026, the gamma max for LCID is 8.91, +111.2% from the 4.22 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 LCID above or below its delta neutral price?

LCID closed below delta neutral: 4.22 against a delta neutral price of 5.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LCID have?

716,853 contracts of open interest across 493 listed contracts on Sep 11, 2026, -0.5% 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.