BCE gamma max, delta neutral & open interest levels
As of close · rank #1195 by open interest · snapshot page
BCE closed 10.6% below its gamma max of 25.88. It is 0.1% below the delta neutral price of 23.41. Total open interest is 37,789, -0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BCE
Where is BCE's gamma max today?
As of Sep 11, 2026, the gamma max for BCE is 25.88, +10.6% from the 23.39 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 BCE above or below its delta neutral price?
BCE closed below delta neutral: 23.39 against a delta neutral price of 23.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BCE have?
37,789 contracts of open interest across 104 listed contracts on Sep 11, 2026, -0.0% 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.