LUMN gamma max, delta neutral & open interest levels
As of close · rank #216 by open interest · 1,379 sessions of history since Dec 1, 2020
LUMN closed 6.6% below its gamma max of 7.40. It is 15.6% above the delta neutral price of 5.85. Total open interest is 501,615, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 11% |
| Gamma max crosses | 27 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | +4.2% |
| Open interest change, 21 sessions | +3.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 10.61 vs 10.75 (-1.3%)
- closed above gamma max at 10.88 vs 10.61 (+2.5%)
- closed below gamma max at 10.05 vs 10.65 (-6.0%)
- closed above gamma max at 10.34 vs 10.08 (+2.6%)
- closed below gamma max at 9.16 vs 9.70 (-5.9%)
- closed above gamma max at 9.29 vs 9.25 (+0.4%)
- closed below gamma max at 8.57 vs 9.10 (-6.1%)
- closed above gamma max at 8.92 vs 8.74 (+2.0%)
- closed below gamma max at 7.92 vs 10.64 (-34.3%)
- closed above gamma max at 7.57 vs 7.09 (+6.3%)
In today's screens
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Neighbours by open interest
Questions people ask about LUMN
Where is LUMN's gamma max today?
As of Sep 11, 2026, the gamma max for LUMN is 7.40, +6.6% from the 6.94 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 LUMN above or below its delta neutral price?
LUMN closed above delta neutral: 6.94 against a delta neutral price of 5.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LUMN have?
501,615 contracts of open interest across 340 listed contracts on Sep 11, 2026, -1.5% 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.