LITE gamma max, delta neutral & open interest levels
As of close · rank #361 by open interest · 1,376 sessions of history since Dec 1, 2020
LITE closed 22.6% below its gamma max of 1,136.74. It is 13.9% above the delta neutral price of 798.39. Total open interest is 245,822, -12.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 23 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | -7.8% |
| Open interest change, 21 sessions | -7.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 693.24 vs 691.08 (+0.3%)
- closed below delta neutral at 651.93 vs 706.65 (-8.4%)
- closed above delta neutral at 732.82 vs 683.46 (+6.7%)
- closed below delta neutral at 752.00 vs 752.68 (-0.1%)
- closed above delta neutral at 785.77 vs 737.21 (+6.2%)
- closed below delta neutral at 728.32 vs 737.17 (-1.2%)
- closed below gamma max at 674.73 vs 738.10 (-9.4%)
- closed above gamma max at 667.77 vs 667.05 (+0.1%)
- closed below gamma max at 561.13 vs 624.90 (-11.4%)
- closed above gamma max at 551.99 vs 520.74 (+5.7%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about LITE
Where is LITE's gamma max today?
As of Sep 11, 2026, the gamma max for LITE is 1,136.74, +22.6% from the 927.03 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 LITE above or below its delta neutral price?
LITE closed above delta neutral: 927.03 against a delta neutral price of 798.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LITE have?
245,822 contracts of open interest across 3,771 listed contracts on Sep 11, 2026, -12.2% 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.