B gamma max, delta neutral & open interest levels
As of close · rank #124 by open interest · 1,323 sessions of history since Dec 1, 2020
B closed 9.1% below its gamma max of 47.64. It is 17.7% above the delta neutral price of 35.95. Total open interest is 865,397, -1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 23% |
| Gamma max crosses | 41 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 46th |
| Open interest change, 5 sessions | -1.7% |
| Open interest change, 21 sessions | -1.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 48.88 vs 49.18 (-0.6%)
- closed above gamma max at 46.29 vs 45.61 (+1.5%)
- closed below gamma max at 40.88 vs 43.51 (-6.4%)
- closed above gamma max at 41.06 vs 40.19 (+2.1%)
- closed below gamma max at 45.85 vs 46.01 (-0.4%)
- closed above gamma max at 47.04 vs 45.83 (+2.6%)
- closed below gamma max at 41.64 vs 45.00 (-8.1%)
- closed above gamma max at 42.20 vs 41.43 (+1.8%)
- closed below gamma max at 46.35 vs 50.10 (-8.1%)
- closed above gamma max at 50.74 vs 49.45 (+2.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about B
Where is B's gamma max today?
As of Sep 11, 2026, the gamma max for B is 47.64, +9.1% from the 43.68 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 B above or below its delta neutral price?
B closed above delta neutral: 43.68 against a delta neutral price of 35.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does B have?
865,397 contracts of open interest across 599 listed contracts on Sep 11, 2026, -1.5% 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.