BCYC gamma max, delta neutral & open interest levels
As of close · rank #1928 by open interest · snapshot page
BCYC closed 74.1% above its gamma max of 1.00. It is 2.6% below the delta neutral price of 3.96. Total open interest is 13,497, +2.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BCYC
Where is BCYC's gamma max today?
As of Sep 11, 2026, the gamma max for BCYC is 1.00, -74.1% from the 3.86 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 BCYC above or below its delta neutral price?
BCYC closed below delta neutral: 3.86 against a delta neutral price of 3.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BCYC have?
13,497 contracts of open interest across 34 listed contracts on Sep 11, 2026, +2.2% 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.