LNG gamma max, delta neutral & open interest levels
As of close · rank #657 by open interest · 1,379 sessions of history since Dec 1, 2020
LNG closed 5.9% below its gamma max of 294.78. It is 11.0% above the delta neutral price of 247.75. Total open interest is 101,500, -10.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -7.5% |
| Open interest change, 21 sessions | +9.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 295.86 vs 296.49 (-0.2%)
- closed above gamma max at 294.13 vs 290.68 (+1.2%)
- closed above delta neutral at 236.34 vs 231.92 (+1.9%)
- closed below delta neutral at 230.99 vs 231.94 (-0.4%)
- closed above delta neutral at 262.74 vs 259.02 (+1.4%)
- closed below delta neutral at 259.68 vs 260.17 (-0.2%)
- closed below gamma max at 246.07 vs 252.52 (-2.6%)
- closed above gamma max at 250.68 vs 240.14 (+4.2%)
- closed above delta neutral at 199.72 vs 199.38 (+0.2%)
- closed below delta neutral at 221.54 vs 223.34 (-0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about LNG
Where is LNG's gamma max today?
As of Sep 11, 2026, the gamma max for LNG is 294.78, +5.9% from the 278.34 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 LNG above or below its delta neutral price?
LNG closed above delta neutral: 278.34 against a delta neutral price of 247.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LNG have?
101,500 contracts of open interest across 581 listed contracts on Sep 11, 2026, -10.5% 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.