Data through close

LODE gamma max, delta neutral & open interest levels

As of close · rank #575 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
2.82
prev 2.95
Gamma max
4.82
+70.7% from close
Delta neutral
3.09
+9.5% from close
Gamma neutral
3.53
+25.0% from close
Open interest
126,440
+0.3% vs prev
Contracts listed
44
27 calls · 17 puts

LODE closed 70.7% below its gamma max of 4.82. It is 9.5% below the delta neutral price of 3.09. Total open interest is 126,440, +0.3% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max5%
Gamma max crosses10
Delta neutral crosses13
Open interest percentile (1y)99th
Open interest change, 5 sessions+3.0%
Open interest change, 21 sessions+4.9%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 2.95 vs 3.14 (-6.3%)
  2. closed above delta neutral at 3.04 vs 2.87 (+5.5%)
  3. closed below delta neutral at 3.11 vs 3.20 (-2.8%)
  4. closed above delta neutral at 3.25 vs 3.22 (+0.9%)
  5. closed below delta neutral at 3.09 vs 3.38 (-9.2%)
  6. closed above delta neutral at 3.10 vs 3.05 (+1.6%)
  7. closed below delta neutral at 3.00 vs 3.51 (-17.1%)
  8. closed above delta neutral at 3.49 vs 3.47 (+0.7%)
  9. closed below delta neutral at 3.23 vs 3.44 (-6.5%)
  10. closed above delta neutral at 3.58 vs 3.19 (+10.8%)

In today's screens

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Neighbours by open interest

Questions people ask about LODE

Where is LODE's gamma max today?

As of Sep 11, 2026, the gamma max for LODE is 4.82, +70.7% from the 2.82 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 LODE above or below its delta neutral price?

LODE closed below delta neutral: 2.82 against a delta neutral price of 3.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LODE have?

126,440 contracts of open interest across 44 listed contracts on Sep 11, 2026, +0.3% 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.