LUNR gamma max, delta neutral & open interest levels
As of close · rank #319 by open interest · 568 sessions of history since Feb 23, 2024
LUNR closed 37.6% below its gamma max of 19.75. It is 0.5% above the delta neutral price of 14.28. Total open interest is 302,689, -5.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 17% |
| Gamma max crosses | 42 |
| Delta neutral crosses | 8 |
| Open interest percentile (1y) | 75th |
| Open interest change, 5 sessions | -4.1% |
| Open interest change, 21 sessions | -5.5% |
| History available | Feb 23, 2024 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 14.81 vs 14.49 (+2.2%)
- closed below delta neutral at 15.36 vs 15.53 (-1.1%)
- closed below gamma max at 19.31 vs 20.30 (-5.1%)
- closed above gamma max at 20.38 vs 20.20 (+0.9%)
- closed above delta neutral at 13.96 vs 13.12 (+6.0%)
- closed below delta neutral at 14.09 vs 14.29 (-1.4%)
- closed above delta neutral at 14.64 vs 14.20 (+3.0%)
- closed below delta neutral at 17.85 vs 17.87 (-0.1%)
- closed above delta neutral at 19.82 vs 17.97 (+9.3%)
- closed below delta neutral at 18.70 vs 18.72 (-0.1%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about LUNR
Where is LUNR's gamma max today?
As of Sep 11, 2026, the gamma max for LUNR is 19.75, +37.6% from the 14.35 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 LUNR above or below its delta neutral price?
LUNR closed above delta neutral: 14.35 against a delta neutral price of 14.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LUNR have?
302,689 contracts of open interest across 604 listed contracts on Sep 11, 2026, -5.1% 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.