LVS gamma max, delta neutral & open interest levels
As of close · rank #493 by open interest · 1,379 sessions of history since Dec 1, 2020
LVS closed 17.2% below its gamma max of 50.19. It is 3.6% above the delta neutral price of 41.30. Total open interest is 162,129, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 18% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 45th |
| Open interest change, 5 sessions | -0.5% |
| Open interest change, 21 sessions | +12.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 47.76 vs 47.00 (+1.6%)
- closed below delta neutral at 46.15 vs 47.73 (-3.4%)
- closed above delta neutral at 47.76 vs 47.65 (+0.2%)
- closed below delta neutral at 47.80 vs 47.95 (-0.3%)
- closed above delta neutral at 48.67 vs 47.83 (+1.7%)
- closed below delta neutral at 48.13 vs 48.33 (-0.4%)
- closed below gamma max at 49.74 vs 50.75 (-2.0%)
- closed above gamma max at 50.67 vs 50.35 (+0.6%)
- closed below gamma max at 50.81 vs 52.00 (-2.4%)
- closed above gamma max at 51.65 vs 51.45 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about LVS
Where is LVS's gamma max today?
As of Sep 11, 2026, the gamma max for LVS is 50.19, +17.2% from the 42.83 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 LVS above or below its delta neutral price?
LVS closed above delta neutral: 42.83 against a delta neutral price of 41.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LVS have?
162,129 contracts of open interest across 422 listed contracts on Sep 11, 2026, -1.9% 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.