LGO gamma max, delta neutral & open interest levels
As of close · rank #1613 by open interest · snapshot page
LGO closed 5.6% above its gamma max of 0.64. It is 87.5% above the delta neutral price of 0.08. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 20,397, 0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LGO
Where is LGO's gamma max today?
As of Sep 11, 2026, the gamma max for LGO is 0.64, -5.6% from the 0.68 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 LGO above or below its delta neutral price?
LGO closed above delta neutral: 0.68 against a delta neutral price of 0.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LGO have?
20,397 contracts of open interest across 48 listed contracts on Sep 11, 2026, 0.0% 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.