LQD gamma max, delta neutral & open interest levels
As of close · rank #44 by open interest · 1,379 sessions of history since Dec 1, 2020
LQD closed 4.3% below its gamma max of 108.80. It is 2.2% below the delta neutral price of 106.65. Total open interest is 2,408,977, +2.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +7.6% |
| Open interest change, 21 sessions | +6.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 110.87 vs 111.30 (-0.4%)
- closed above delta neutral at 111.03 vs 110.97 (+0.1%)
- closed below delta neutral at 112.28 vs 112.67 (-0.4%)
- closed above delta neutral at 112.91 vs 112.81 (+0.1%)
- closed below delta neutral at 112.53 vs 112.78 (-0.2%)
- closed above delta neutral at 112.67 vs 112.64 (+0.0%)
- closed below delta neutral at 112.20 vs 112.60 (-0.4%)
- closed below gamma max at 112.20 vs 114.13 (-1.7%)
- closed above delta neutral at 112.42 vs 112.20 (+0.2%)
- closed above gamma max at 112.42 vs 112.13 (+0.3%)
In today's screens
Neighbours by open interest
Questions people ask about LQD
Where is LQD's gamma max today?
As of Sep 11, 2026, the gamma max for LQD is 108.80, +4.3% from the 104.32 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 LQD above or below its delta neutral price?
LQD closed below delta neutral: 104.32 against a delta neutral price of 106.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LQD have?
2,408,977 contracts of open interest across 499 listed contracts on Sep 11, 2026, +2.8% 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.