Data through close

LRN gamma max, delta neutral & open interest levels

As of close · rank #1812 by open interest · snapshot page

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Close
82.00
prev 81.45
Gamma max
99.94
+21.9% from close
Delta neutral
83.09
+1.3% from close
Gamma neutral
82.00
0.0% from close
Open interest
15,660
+0.8% vs prev
Contracts listed
191
107 calls · 85 puts

LRN closed 21.9% below its gamma max of 99.94. It is 1.3% below the delta neutral price of 83.09. Total open interest is 15,660, +0.8% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about LRN

Where is LRN's gamma max today?

As of Sep 11, 2026, the gamma max for LRN is 99.94, +21.9% from the 82.00 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 LRN above or below its delta neutral price?

LRN closed below delta neutral: 82.00 against a delta neutral price of 83.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LRN have?

15,660 contracts of open interest across 191 listed contracts on Sep 11, 2026, +0.8% 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.