LDOS gamma max, delta neutral & open interest levels
As of close · rank #1954 by open interest · snapshot page
LDOS closed 3.6% below its gamma max of 133.44. It is 10.4% above the delta neutral price of 115.49. Total open interest is 13,150, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LDOS
Where is LDOS's gamma max today?
As of Sep 11, 2026, the gamma max for LDOS is 133.44, +3.6% from the 128.86 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 LDOS above or below its delta neutral price?
LDOS closed above delta neutral: 128.86 against a delta neutral price of 115.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LDOS have?
13,150 contracts of open interest across 256 listed contracts on Sep 11, 2026, +0.3% 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.