LEU gamma max, delta neutral & open interest levels
As of close · rank #997 by open interest · snapshot page
LEU closed 46.7% below its gamma max of 223.38. It is 5.5% below the delta neutral price of 160.65. Total open interest is 51,669, +6.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LEU
Where is LEU's gamma max today?
As of Sep 11, 2026, the gamma max for LEU is 223.38, +46.7% from the 152.31 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 LEU above or below its delta neutral price?
LEU closed below delta neutral: 152.31 against a delta neutral price of 160.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LEU have?
51,669 contracts of open interest across 582 listed contracts on Sep 11, 2026, +6.1% 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.