LPG gamma max, delta neutral & open interest levels
As of close · rank #1767 by open interest · snapshot page
LPG closed 2.2% above its gamma max of 53.98. It is 28.1% above the delta neutral price of 39.66. Total open interest is 16,557, +41.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LPG
Where is LPG's gamma max today?
As of Sep 11, 2026, the gamma max for LPG is 53.98, -2.2% from the 55.18 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 LPG above or below its delta neutral price?
LPG closed above delta neutral: 55.18 against a delta neutral price of 39.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LPG have?
16,557 contracts of open interest across 143 listed contracts on Sep 11, 2026, +41.2% 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.