LULU gamma max, delta neutral & open interest levels
As of close · rank #226 by open interest · 1,379 sessions of history since Dec 1, 2020
LULU closed 31.1% below its gamma max of 129.79. It is 10.7% below the delta neutral price of 109.60. Total open interest is 486,362, -9.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 67th |
| Open interest change, 5 sessions | +13.3% |
| Open interest change, 21 sessions | +29.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 185.17 vs 186.61 (-0.8%)
- closed above delta neutral at 185.98 vs 185.26 (+0.4%)
- closed below delta neutral at 178.11 vs 184.96 (-3.8%)
- closed above delta neutral at 187.30 vs 185.33 (+1.1%)
- closed below delta neutral at 188.76 vs 196.22 (-4.0%)
- closed above delta neutral at 177.51 vs 175.60 (+1.1%)
- closed below delta neutral at 170.30 vs 177.70 (-4.3%)
- closed above delta neutral at 181.39 vs 179.69 (+0.9%)
- closed below delta neutral at 178.17 vs 179.76 (-0.9%)
- closed above delta neutral at 181.39 vs 176.55 (+2.7%)
In today's screens
Neighbours by open interest
Questions people ask about LULU
Where is LULU's gamma max today?
As of Sep 11, 2026, the gamma max for LULU is 129.79, +31.1% from the 98.97 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 LULU above or below its delta neutral price?
LULU closed below delta neutral: 98.97 against a delta neutral price of 109.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LULU have?
486,362 contracts of open interest across 1,205 listed contracts on Sep 11, 2026, -9.1% 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.