BAM gamma max, delta neutral & open interest levels
As of close · rank #1665 by open interest · snapshot page
BAM closed 24.3% below its gamma max of 58.72. It is 5.5% below the delta neutral price of 49.84. Total open interest is 19,297, -3.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BAM
Where is BAM's gamma max today?
As of Sep 11, 2026, the gamma max for BAM is 58.72, +24.3% from the 47.26 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 BAM above or below its delta neutral price?
BAM closed below delta neutral: 47.26 against a delta neutral price of 49.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BAM have?
19,297 contracts of open interest across 146 listed contracts on Sep 11, 2026, -3.0% 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.