LTBR gamma max, delta neutral & open interest levels
As of close · rank #1984 by open interest · snapshot page
LTBR closed 40.2% below its gamma max of 9.84. It is 2.2% below the delta neutral price of 7.17. Total open interest is 12,517, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LTBR
Where is LTBR's gamma max today?
As of Sep 11, 2026, the gamma max for LTBR is 9.84, +40.2% from the 7.02 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 LTBR above or below its delta neutral price?
LTBR closed below delta neutral: 7.02 against a delta neutral price of 7.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LTBR have?
12,517 contracts of open interest across 91 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.