BAX gamma max, delta neutral & open interest levels
As of close · rank #681 by open interest · snapshot page
BAX closed 17.7% below its gamma max of 28.01. It is 10.7% above the delta neutral price of 21.26. Total open interest is 97,362, -4.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BAX
Where is BAX's gamma max today?
As of Sep 11, 2026, the gamma max for BAX is 28.01, +17.7% from the 23.80 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 BAX above or below its delta neutral price?
BAX closed above delta neutral: 23.80 against a delta neutral price of 21.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BAX have?
97,362 contracts of open interest across 304 listed contracts on Sep 11, 2026, -4.4% 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.