LI gamma max, delta neutral & open interest levels
As of close · rank #447 by open interest · 1,379 sessions of history since Dec 1, 2020
LI closed 32.3% below its gamma max of 15.62. It is 9.8% below the delta neutral price of 12.97. Total open interest is 189,349, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 18 |
| Open interest percentile (1y) | 8th |
| Open interest change, 5 sessions | -1.4% |
| Open interest change, 21 sessions | -8.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 13.49 vs 13.55 (-0.4%)
- closed below gamma max at 13.49 vs 13.95 (-3.4%)
- closed above delta neutral at 13.80 vs 13.47 (+2.4%)
- closed above gamma max at 13.80 vs 13.54 (+1.9%)
- closed below delta neutral at 16.69 vs 17.87 (-7.1%)
- closed below gamma max at 19.27 vs 19.79 (-2.7%)
- closed above gamma max at 20.02 vs 19.94 (+0.4%)
- closed above delta neutral at 17.60 vs 17.54 (+0.3%)
- closed below delta neutral at 17.73 vs 17.73 (-0.0%)
- closed above delta neutral at 17.88 vs 17.82 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about LI
Where is LI's gamma max today?
As of Sep 11, 2026, the gamma max for LI is 15.62, +32.3% from the 11.81 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 LI above or below its delta neutral price?
LI closed below delta neutral: 11.81 against a delta neutral price of 12.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LI have?
189,349 contracts of open interest across 276 listed contracts on Sep 11, 2026, -2.5% 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.