Data through close

LSCC gamma max, delta neutral & open interest levels

As of close · rank #1401 by open interest · snapshot page

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Close
119.76
prev 114.14
Gamma max
130.22
+8.7% from close
Delta neutral
100.01
-16.5% from close
Gamma neutral
53.24
-55.5% from close
Open interest
27,565
-0.1% vs prev
Contracts listed
276
163 calls · 124 puts

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.