BDX gamma max, delta neutral & open interest levels
As of close · rank #1913 by open interest · snapshot page
BDX closed 4.8% below its gamma max of 186.31. It is 6.3% above the delta neutral price of 166.67. Total open interest is 13,767, +1.6% 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 BDX
Where is BDX's gamma max today?
As of Sep 11, 2026, the gamma max for BDX is 186.31, +4.8% from the 177.85 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 BDX above or below its delta neutral price?
BDX closed above delta neutral: 177.85 against a delta neutral price of 166.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BDX have?
13,767 contracts of open interest across 252 listed contracts on Sep 11, 2026, +1.6% 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.