LW gamma max, delta neutral & open interest levels
As of close · rank #1096 by open interest · snapshot page
LW closed 17.2% below its gamma max of 56.08. It is 3.5% above the delta neutral price of 46.18. Total open interest is 44,026, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LW
Where is LW's gamma max today?
As of Sep 11, 2026, the gamma max for LW is 56.08, +17.2% from the 47.85 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 LW above or below its delta neutral price?
LW closed above delta neutral: 47.85 against a delta neutral price of 46.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LW have?
44,026 contracts of open interest across 189 listed contracts on Sep 11, 2026, +0.3% 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.