LSCC gamma max, delta neutral & open interest levels
As of close · rank #1401 by open interest · snapshot page
LSCC closed 8.7% below its gamma max of 130.22. It is 16.5% above the delta neutral price of 100.01. Total open interest is 27,565, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LSCC
Where is LSCC's gamma max today?
As of Sep 11, 2026, the gamma max for LSCC is 130.22, +8.7% from the 119.76 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 LSCC above or below its delta neutral price?
LSCC closed above delta neutral: 119.76 against a delta neutral price of 100.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LSCC have?
27,565 contracts of open interest across 276 listed contracts on Sep 11, 2026, -0.1% 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.