LHX gamma max, delta neutral & open interest levels
As of close · rank #1426 by open interest · snapshot page
LHX closed 15.1% below its gamma max of 282.51. It is 3.5% below the delta neutral price of 254.23. Total open interest is 26,581, -4.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LHX
Where is LHX's gamma max today?
As of Sep 11, 2026, the gamma max for LHX is 282.51, +15.1% from the 245.54 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 LHX above or below its delta neutral price?
LHX closed below delta neutral: 245.54 against a delta neutral price of 254.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LHX have?
26,581 contracts of open interest across 365 listed contracts on Sep 11, 2026, -4.0% 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.