LYTE gamma max, delta neutral & open interest levels
As of close · rank #1428 by open interest · snapshot page
LYTE closed 15.0% below its gamma max of 28.98. It is 11.3% above the delta neutral price of 22.37. What gamma max means · What delta neutral means
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Questions people ask about LYTE
Where is LYTE's gamma max today?
As of Sep 11, 2026, the gamma max for LYTE is 28.98, +15.0% from the 25.21 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 LYTE above or below its delta neutral price?
LYTE closed above delta neutral: 25.21 against a delta neutral price of 22.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LYTE have?
26,266 contracts of open interest across 122 listed contracts on Sep 11, 2026. 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.