BANC gamma max, delta neutral & open interest levels
As of close · rank #1434 by open interest · snapshot page
BANC closed 8.5% below its gamma max of 20.13. It is 9.5% above the delta neutral price of 16.80. Total open interest is 26,095, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BANC
Where is BANC's gamma max today?
As of Sep 11, 2026, the gamma max for BANC is 20.13, +8.5% from the 18.55 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 BANC above or below its delta neutral price?
BANC closed above delta neutral: 18.55 against a delta neutral price of 16.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BANC have?
26,095 contracts of open interest across 51 listed contracts on Sep 11, 2026, +0.1% 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.