BBY gamma max, delta neutral & open interest levels
As of close · rank #585 by open interest · 1,378 sessions of history since Dec 1, 2020
BBY closed 3.5% below its gamma max of 93.98. It is 8.8% above the delta neutral price of 82.77. Total open interest is 123,800, -0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 71th |
| Open interest change, 5 sessions | -3.0% |
| Open interest change, 21 sessions | +11.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 85.41 vs 92.70 (-8.5%)
- closed above gamma max at 82.80 vs 82.65 (+0.2%)
- closed above delta neutral at 74.78 vs 65.03 (+13.0%)
- closed below delta neutral at 66.30 vs 66.78 (-0.7%)
- closed above delta neutral at 66.91 vs 66.88 (+0.0%)
- closed below delta neutral at 67.08 vs 67.89 (-1.2%)
- closed above delta neutral at 68.18 vs 68.07 (+0.2%)
- closed below delta neutral at 70.61 vs 72.50 (-2.7%)
- closed above delta neutral at 71.81 vs 71.51 (+0.4%)
- closed below delta neutral at 73.46 vs 74.62 (-1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about BBY
Where is BBY's gamma max today?
As of Sep 11, 2026, the gamma max for BBY is 93.98, +3.5% from the 90.80 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 BBY above or below its delta neutral price?
BBY closed above delta neutral: 90.80 against a delta neutral price of 82.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BBY have?
123,800 contracts of open interest across 525 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.