LWLG gamma max, delta neutral & open interest levels
As of close · rank #487 by open interest · 1,160 sessions of history since Oct 14, 2021
LWLG closed 0.6% above its gamma max of 5.20. It is 23.3% above the delta neutral price of 4.01. Total open interest is 165,938, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 95% |
| Gamma max crosses | 24 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | +3.7% |
| Open interest change, 21 sessions | +1.4% |
| History available | Oct 14, 2021 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 5.27 vs 5.08 (+3.7%)
- closed below gamma max at 5.35 vs 6.42 (-19.9%)
- closed above gamma max at 5.12 vs 0.51 (+90.1%)
- closed below gamma max at 5.05 vs 5.96 (-18.0%)
- closed above gamma max at 5.13 vs 1.08 (+78.9%)
- closed below gamma max at 5.43 vs 7.58 (-39.7%)
- closed above gamma max at 6.19 vs 0.53 (+91.4%)
- closed below gamma max at 6.10 vs 8.12 (-33.1%)
- closed above gamma max at 12.54 vs 1.00 (+92.0%)
- closed below gamma max at 12.37 vs 12.40 (-0.2%)
In today's screens
Neighbours by open interest
Questions people ask about LWLG
Where is LWLG's gamma max today?
As of Sep 11, 2026, the gamma max for LWLG is 5.20, -0.6% from the 5.23 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 LWLG above or below its delta neutral price?
LWLG closed above delta neutral: 5.23 against a delta neutral price of 4.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LWLG have?
165,938 contracts of open interest across 230 listed contracts on Sep 11, 2026, +0.1% 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.