BA gamma max, delta neutral & open interest levels
As of close · rank #139 by open interest · 1,378 sessions of history since Dec 1, 2020
BA closed 16.9% below its gamma max of 246.02. It is 0.6% below the delta neutral price of 211.68. Total open interest is 774,344, -4.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 14th |
| Open interest change, 5 sessions | -2.2% |
| Open interest change, 21 sessions | -6.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 215.10 vs 218.40 (-1.5%)
- closed above delta neutral at 211.50 vs 210.71 (+0.4%)
- closed below delta neutral at 209.48 vs 212.16 (-1.3%)
- closed above delta neutral at 221.13 vs 215.73 (+2.4%)
- closed below delta neutral at 209.10 vs 212.11 (-1.4%)
- closed above delta neutral at 217.40 vs 212.47 (+2.3%)
- closed below delta neutral at 210.74 vs 212.48 (-0.8%)
- closed above delta neutral at 207.32 vs 203.08 (+2.0%)
- closed below delta neutral at 205.99 vs 209.68 (-1.8%)
- closed above delta neutral at 213.47 vs 209.89 (+1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about BA
Where is BA's gamma max today?
As of Sep 11, 2026, the gamma max for BA is 246.02, +16.9% from the 210.45 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 BA above or below its delta neutral price?
BA closed below delta neutral: 210.45 against a delta neutral price of 211.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BA have?
774,344 contracts of open interest across 1,219 listed contracts on Sep 11, 2026, -4.7% 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.