BAH gamma max, delta neutral & open interest levels
As of close · rank #1656 by open interest · snapshot page
BAH closed 7.3% below its gamma max of 81.41. It is 2.0% above the delta neutral price of 74.37. Total open interest is 19,431, +7.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BAH
Where is BAH's gamma max today?
As of Sep 11, 2026, the gamma max for BAH is 81.41, +7.3% from the 75.90 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 BAH above or below its delta neutral price?
BAH closed above delta neutral: 75.90 against a delta neutral price of 74.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BAH have?
19,431 contracts of open interest across 221 listed contracts on Sep 11, 2026, +7.6% 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.