LQDA gamma max, delta neutral & open interest levels
As of close · rank #472 by open interest · 1,379 sessions of history since Dec 1, 2020
LQDA closed 64.8% above its gamma max of 23.47. It is 49.5% above the delta neutral price of 33.70. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 175,567, -12.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 44% |
| Gamma max crosses | 45 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 62th |
| Open interest change, 5 sessions | -24.5% |
| Open interest change, 21 sessions | +0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 66.74 vs 23.47 (+64.8%)
- closed below gamma max at 69.12 vs 79.11 (-14.4%)
- closed above gamma max at 68.66 vs 21.32 (+68.9%)
- closed below gamma max at 68.17 vs 83.89 (-23.1%)
- closed above gamma max at 67.69 vs 20.87 (+69.2%)
- closed below gamma max at 71.36 vs 81.64 (-14.4%)
- closed above gamma max at 68.62 vs 21.47 (+68.7%)
- closed below gamma max at 74.33 vs 85.70 (-15.3%)
- closed above gamma max at 79.94 vs 19.24 (+75.9%)
- closed below gamma max at 77.75 vs 81.64 (-5.0%)
In today's screens
Neighbours by open interest
Questions people ask about LQDA
Where is LQDA's gamma max today?
As of Sep 11, 2026, the gamma max for LQDA is 23.47, -64.8% from the 66.74 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 LQDA above or below its delta neutral price?
LQDA closed above delta neutral: 66.74 against a delta neutral price of 33.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LQDA have?
175,567 contracts of open interest across 608 listed contracts on Sep 11, 2026, -12.3% 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.