BBD gamma max, delta neutral & open interest levels
As of close · rank #467 by open interest · 1,377 sessions of history since Dec 1, 2020
BBD closed 1.7% above its gamma max of 3.54. It is 2.4% above the delta neutral price of 3.51. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 178,948, +1.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 37% |
| Gamma max crosses | 64 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 64th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +24.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 3.60 vs 3.54 (+1.7%)
- closed above delta neutral at 3.45 vs 3.15 (+8.6%)
- closed below gamma max at 3.45 vs 3.57 (-3.6%)
- closed below delta neutral at 3.32 vs 3.46 (-4.3%)
- closed above gamma max at 3.32 vs 2.89 (+13.0%)
- closed above delta neutral at 3.25 vs 2.78 (+14.6%)
- closed below delta neutral at 3.23 vs 3.26 (-1.0%)
- closed above delta neutral at 3.26 vs 3.24 (+0.6%)
- closed below delta neutral at 3.25 vs 3.36 (-3.2%)
- closed below gamma max at 3.25 vs 3.51 (-8.0%)
In today's screens
Neighbours by open interest
Questions people ask about BBD
Where is BBD's gamma max today?
As of Sep 11, 2026, the gamma max for BBD is 3.54, -1.7% from the 3.60 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 BBD above or below its delta neutral price?
BBD closed above delta neutral: 3.60 against a delta neutral price of 3.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BBD have?
178,948 contracts of open interest across 93 listed contracts on Sep 11, 2026, +1.0% 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.