LYB gamma max, delta neutral & open interest levels
As of close · rank #535 by open interest · 1,379 sessions of history since Dec 1, 2020
LYB closed 19.1% below its gamma max of 75.82. It is 4.6% below the delta neutral price of 66.64. Total open interest is 143,516, +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 | 6% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | -5.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 65.21 vs 67.11 (-2.9%)
- closed above delta neutral at 66.06 vs 65.09 (+1.5%)
- closed below delta neutral at 66.65 vs 66.91 (-0.4%)
- closed below gamma max at 72.30 vs 73.56 (-1.7%)
- closed above gamma max at 67.37 vs 65.63 (+2.6%)
- closed below gamma max at 66.82 vs 66.88 (-0.1%)
- closed above gamma max at 65.88 vs 63.53 (+3.6%)
- closed below gamma max at 59.03 vs 61.65 (-4.4%)
- closed above gamma max at 56.67 vs 55.55 (+2.0%)
- closed below gamma max at 55.98 vs 58.01 (-3.6%)
In today's screens
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Neighbours by open interest
Questions people ask about LYB
Where is LYB's gamma max today?
As of Sep 11, 2026, the gamma max for LYB is 75.82, +19.1% from the 63.69 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 LYB above or below its delta neutral price?
LYB closed below delta neutral: 63.69 against a delta neutral price of 66.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LYB have?
143,516 contracts of open interest across 404 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.