LNC gamma max, delta neutral & open interest levels
As of close · rank #833 by open interest · snapshot page
LNC closed 6.9% below its gamma max of 46.88. It is 4.7% above the delta neutral price of 41.78. Total open interest is 70,129, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LNC
Where is LNC's gamma max today?
As of Sep 11, 2026, the gamma max for LNC is 46.88, +6.9% from the 43.84 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 LNC above or below its delta neutral price?
LNC closed above delta neutral: 43.84 against a delta neutral price of 41.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LNC have?
70,129 contracts of open interest across 193 listed contracts on Sep 11, 2026, +0.1% 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.