LOW gamma max, delta neutral & open interest levels
As of close · rank #580 by open interest · 1,379 sessions of history since Dec 1, 2020
LOW closed 20.0% below its gamma max of 236.14. It is 7.9% below the delta neutral price of 212.40. Total open interest is 125,262, -3.0% 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 | 31 |
| Open interest percentile (1y) | 76th |
| Open interest change, 5 sessions | -4.3% |
| Open interest change, 21 sessions | -6.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 217.34 vs 220.20 (-1.3%)
- closed above delta neutral at 220.74 vs 220.46 (+0.1%)
- closed below delta neutral at 215.99 vs 218.89 (-1.3%)
- closed above delta neutral at 221.25 vs 220.22 (+0.5%)
- closed below delta neutral at 218.88 vs 219.87 (-0.5%)
- closed above delta neutral at 223.32 vs 219.73 (+1.6%)
- closed below delta neutral at 218.47 vs 219.09 (-0.3%)
- closed above delta neutral at 219.88 vs 218.50 (+0.6%)
- closed below delta neutral at 245.19 vs 249.31 (-1.7%)
- closed above delta neutral at 253.29 vs 249.69 (+1.4%)
In today's screens
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Neighbours by open interest
Questions people ask about LOW
Where is LOW's gamma max today?
As of Sep 11, 2026, the gamma max for LOW is 236.14, +20.0% from the 196.82 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 LOW above or below its delta neutral price?
LOW closed below delta neutral: 196.82 against a delta neutral price of 212.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LOW have?
125,262 contracts of open interest across 614 listed contracts on Sep 11, 2026, -3.0% 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.