LMT gamma max, delta neutral & open interest levels
As of close · rank #697 by open interest · snapshot page
LMT closed 16.1% below its gamma max of 608.72. It is 1.6% below the delta neutral price of 532.48. Total open interest is 93,881, -6.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LMT
Where is LMT's gamma max today?
As of Sep 11, 2026, the gamma max for LMT is 608.72, +16.1% from the 524.19 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 LMT above or below its delta neutral price?
LMT closed below delta neutral: 524.19 against a delta neutral price of 532.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LMT have?
93,881 contracts of open interest across 1,374 listed contracts on Sep 11, 2026, -6.8% 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.