LION gamma max, delta neutral & open interest levels
As of close · rank #596 by open interest · 315 sessions of history since Jun 12, 2025
LION closed 11.4% above its gamma max of 9.98. It is 7.8% above the delta neutral price of 10.39. Total open interest is 119,700, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 55% |
| Gamma max crosses | 40 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 41th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | +6.5% |
| History available | Jun 12, 2025 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 11.15 vs 9.94 (+10.9%)
- closed below gamma max at 11.06 vs 11.27 (-1.9%)
- closed above gamma max at 11.10 vs 9.74 (+12.2%)
- closed below gamma max at 11.18 vs 14.88 (-33.1%)
- closed above gamma max at 11.54 vs 9.36 (+18.9%)
- closed below gamma max at 11.73 vs 14.34 (-22.2%)
- closed above gamma max at 11.87 vs 9.68 (+18.4%)
- closed below gamma max at 13.06 vs 14.09 (-7.9%)
- closed above gamma max at 13.25 vs 12.68 (+4.3%)
- closed below gamma max at 13.96 vs 16.20 (-16.1%)
In today's screens
Neighbours by open interest
Questions people ask about LION
Where is LION's gamma max today?
As of Sep 11, 2026, the gamma max for LION is 9.98, -11.4% from the 11.27 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 LION above or below its delta neutral price?
LION closed above delta neutral: 11.27 against a delta neutral price of 10.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LION have?
119,700 contracts of open interest across 153 listed contracts on Sep 11, 2026, -0.9% 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.