BBAR gamma max, delta neutral & open interest levels
As of close · rank #1262 by open interest · snapshot page
BBAR closed 16.1% below its gamma max of 17.28. It is 0.1% below the delta neutral price of 14.90. Total open interest is 33,938, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BBAR
Where is BBAR's gamma max today?
As of Sep 11, 2026, the gamma max for BBAR is 17.28, +16.1% from the 14.89 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 BBAR above or below its delta neutral price?
BBAR closed below delta neutral: 14.89 against a delta neutral price of 14.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BBAR have?
33,938 contracts of open interest across 93 listed contracts on Sep 11, 2026, +0.3% 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.