LEN gamma max, delta neutral & open interest levels
As of close · rank #677 by open interest · snapshot page
LEN closed 22.0% below its gamma max of 97.14. It is 8.1% below the delta neutral price of 86.03. Total open interest is 97,797, -4.7% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about LEN
Where is LEN's gamma max today?
As of Sep 11, 2026, the gamma max for LEN is 97.14, +22.0% from the 79.60 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 LEN above or below its delta neutral price?
LEN closed below delta neutral: 79.60 against a delta neutral price of 86.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LEN have?
97,797 contracts of open interest across 569 listed contracts on Sep 11, 2026, -4.7% 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.