LESL gamma max, delta neutral & open interest levels
As of close · rank #1272 by open interest · snapshot page
LESL closed 798.7% below its gamma max of 4.51. It is 90.8% below the delta neutral price of 0.96. Total open interest is 33,387, +1.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LESL
Where is LESL's gamma max today?
As of Sep 11, 2026, the gamma max for LESL is 4.51, +798.7% from the 0.50 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 LESL above or below its delta neutral price?
LESL closed below delta neutral: 0.50 against a delta neutral price of 0.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LESL have?
33,387 contracts of open interest across 51 listed contracts on Sep 11, 2026, +1.1% 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.