BCRX gamma max, delta neutral & open interest levels
As of close · rank #609 by open interest · 1,378 sessions of history since Dec 1, 2020
BCRX closed 27.9% below its gamma max of 10.38. It is 12.7% above the delta neutral price of 7.09. Total open interest is 114,312, +2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 14% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +5.0% |
| Open interest change, 21 sessions | +16.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 9.11 vs 11.33 (-24.3%)
- closed above gamma max at 9.29 vs 9.16 (+1.4%)
- closed below gamma max at 10.45 vs 10.69 (-2.3%)
- closed above gamma max at 10.99 vs 10.28 (+6.4%)
- closed below gamma max at 9.94 vs 10.19 (-2.5%)
- closed above gamma max at 9.99 vs 9.52 (+4.8%)
- closed below gamma max at 9.14 vs 10.02 (-9.7%)
- closed above gamma max at 8.99 vs 8.97 (+0.2%)
- closed below gamma max at 9.40 vs 9.86 (-4.9%)
- closed above gamma max at 9.16 vs 9.11 (+0.6%)
In today's screens
Neighbours by open interest
Questions people ask about BCRX
Where is BCRX's gamma max today?
As of Sep 11, 2026, the gamma max for BCRX is 10.38, +27.9% from the 8.12 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 BCRX above or below its delta neutral price?
BCRX closed above delta neutral: 8.12 against a delta neutral price of 7.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BCRX have?
114,312 contracts of open interest across 127 listed contracts on Sep 11, 2026, +2.4% 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.