BAC gamma max, delta neutral & open interest levels
As of close · rank #48 by open interest · 1,378 sessions of history since Dec 1, 2020
BAC closed 3.6% below its gamma max of 64.98. It is 8.0% above the delta neutral price of 57.67. Total open interest is 2,272,982, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | -3.1% |
| Open interest change, 21 sessions | +2.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 59.86 vs 60.33 (-0.8%)
- closed above gamma max at 59.90 vs 59.53 (+0.6%)
- closed below gamma max at 53.83 vs 55.55 (-3.2%)
- closed above gamma max at 54.17 vs 54.00 (+0.3%)
- closed above delta neutral at 50.62 vs 50.02 (+1.2%)
- closed below delta neutral at 49.83 vs 50.32 (-1.0%)
- closed above delta neutral at 48.75 vs 48.54 (+0.4%)
- closed below delta neutral at 48.24 vs 48.35 (-0.2%)
- closed above delta neutral at 48.75 vs 48.41 (+0.7%)
- closed below delta neutral at 49.81 vs 49.94 (-0.3%)
In today's screens
Neighbours by open interest
Questions people ask about BAC
Where is BAC's gamma max today?
As of Sep 11, 2026, the gamma max for BAC is 64.98, +3.6% from the 62.69 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 BAC above or below its delta neutral price?
BAC closed above delta neutral: 62.69 against a delta neutral price of 57.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BAC have?
2,272,982 contracts of open interest across 742 listed contracts on Sep 11, 2026, -2.5% 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.