LRCX gamma max, delta neutral & open interest levels
As of close · rank #196 by open interest · 1,379 sessions of history since Dec 1, 2020
LRCX closed 21.1% below its gamma max of 361.12. It is 4.6% above the delta neutral price of 284.52. Total open interest is 561,001, -3.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 45th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | -11.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 292.66 vs 288.56 (+1.4%)
- closed below delta neutral at 288.32 vs 290.21 (-0.7%)
- closed above delta neutral at 297.72 vs 261.56 (+12.1%)
- closed below delta neutral at 252.35 vs 262.25 (-3.9%)
- closed below gamma max at 391.81 vs 419.38 (-7.0%)
- closed above gamma max at 433.33 vs 431.40 (+0.4%)
- closed below gamma max at 369.65 vs 377.64 (-2.2%)
- closed above gamma max at 362.68 vs 356.79 (+1.6%)
- closed below gamma max at 286.41 vs 300.43 (-4.9%)
- closed above gamma max at 297.17 vs 296.10 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about LRCX
Where is LRCX's gamma max today?
As of Sep 11, 2026, the gamma max for LRCX is 361.12, +21.1% from the 298.22 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 LRCX above or below its delta neutral price?
LRCX closed above delta neutral: 298.22 against a delta neutral price of 284.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LRCX have?
561,001 contracts of open interest across 1,563 listed contracts on Sep 11, 2026, -3.7% 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.