BCS gamma max, delta neutral & open interest levels
As of close · rank #768 by open interest · snapshot page
BCS closed 2.9% below its gamma max of 27.46. It is 16.3% above the delta neutral price of 22.36. Total open interest is 79,483, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BCS
Where is BCS's gamma max today?
As of Sep 11, 2026, the gamma max for BCS is 27.46, +2.9% from the 26.70 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 BCS above or below its delta neutral price?
BCS closed above delta neutral: 26.70 against a delta neutral price of 22.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BCS have?
79,483 contracts of open interest across 166 listed contracts on Sep 11, 2026, +1.7% 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.