LMND gamma max, delta neutral & open interest levels
As of close · rank #571 by open interest · 1,379 sessions of history since Dec 1, 2020
LMND closed 28.6% below its gamma max of 63.54. It is 7.1% above the delta neutral price of 45.89. Total open interest is 128,455, -6.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | -4.1% |
| Open interest change, 21 sessions | -3.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 53.41 vs 61.81 (-15.7%)
- closed above gamma max at 55.08 vs 54.62 (+0.8%)
- closed above delta neutral at 48.57 vs 47.47 (+2.3%)
- closed below delta neutral at 47.38 vs 48.40 (-2.2%)
- closed below gamma max at 70.62 vs 71.19 (-0.8%)
- closed above gamma max at 70.51 vs 70.23 (+0.4%)
- closed below gamma max at 71.03 vs 79.29 (-11.6%)
- closed above gamma max at 78.70 vs 74.53 (+5.3%)
- closed below gamma max at 71.52 vs 73.44 (-2.7%)
- closed above gamma max at 65.05 vs 63.93 (+1.7%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about LMND
Where is LMND's gamma max today?
As of Sep 11, 2026, the gamma max for LMND is 63.54, +28.6% from the 49.40 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 LMND above or below its delta neutral price?
LMND closed above delta neutral: 49.40 against a delta neutral price of 45.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LMND have?
128,455 contracts of open interest across 475 listed contracts on Sep 11, 2026, -6.2% 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.