LEGN gamma max, delta neutral & open interest levels
As of close · rank #1391 by open interest · snapshot page
LEGN closed 17.6% below its gamma max of 21.91. It is 0.5% above the delta neutral price of 18.54. Total open interest is 27,783, +1.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LEGN
Where is LEGN's gamma max today?
As of Sep 11, 2026, the gamma max for LEGN is 21.91, +17.6% from the 18.64 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 LEGN above or below its delta neutral price?
LEGN closed above delta neutral: 18.64 against a delta neutral price of 18.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LEGN have?
27,783 contracts of open interest across 192 listed contracts on Sep 11, 2026, +1.6% 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.