LYG gamma max, delta neutral & open interest levels
As of close · rank #1294 by open interest · snapshot page
LYG closed 1.0% above its gamma max of 5.95. It is 12.6% above the delta neutral price of 5.25. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 32,293, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about LYG
Where is LYG's gamma max today?
As of Sep 11, 2026, the gamma max for LYG is 5.95, -1.0% from the 6.01 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 LYG above or below its delta neutral price?
LYG closed above delta neutral: 6.01 against a delta neutral price of 5.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LYG have?
32,293 contracts of open interest across 40 listed contracts on Sep 11, 2026, +0.0% 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.