BBW gamma max, delta neutral & open interest levels
As of close · rank #2083 by open interest · snapshot page
BBW closed 37.9% below its gamma max of 38.03. It is 0.7% below the delta neutral price of 27.77. Total open interest is 10,906, -0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BBW
Where is BBW's gamma max today?
As of Sep 11, 2026, the gamma max for BBW is 38.03, +37.9% from the 27.58 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 BBW above or below its delta neutral price?
BBW closed below delta neutral: 27.58 against a delta neutral price of 27.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BBW have?
10,906 contracts of open interest across 112 listed contracts on Sep 11, 2026, -0.6% 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.