LEVI gamma max, delta neutral & open interest levels
As of close · rank #1330 by open interest · snapshot page
LEVI closed 28.3% below its gamma max of 25.86. It is 5.7% below the delta neutral price of 21.30. Total open interest is 30,574, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LEVI
Where is LEVI's gamma max today?
As of Sep 11, 2026, the gamma max for LEVI is 25.86, +28.3% from the 20.16 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 LEVI above or below its delta neutral price?
LEVI closed below delta neutral: 20.16 against a delta neutral price of 21.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LEVI have?
30,574 contracts of open interest across 128 listed contracts on Sep 11, 2026, -0.2% 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.