BE gamma max, delta neutral & open interest levels
As of close · rank #115 by open interest · 1,378 sessions of history since Dec 1, 2020
BE closed 3.0% below its gamma max of 283.99. It is 25.8% above the delta neutral price of 204.56. Total open interest is 957,256, -9.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 20% |
| Gamma max crosses | 33 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | -2.1% |
| Open interest change, 21 sessions | -13.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 269.28 vs 282.95 (-5.1%)
- closed above gamma max at 277.22 vs 268.46 (+3.2%)
- closed above delta neutral at 207.12 vs 177.56 (+14.3%)
- closed below delta neutral at 166.84 vs 172.08 (-3.1%)
- closed below gamma max at 321.98 vs 365.26 (-13.4%)
- closed above gamma max at 328.52 vs 307.24 (+6.5%)
- closed below gamma max at 288.64 vs 306.75 (-6.3%)
- closed above gamma max at 290.52 vs 197.48 (+32.0%)
- closed below gamma max at 283.36 vs 297.80 (-5.1%)
- closed above gamma max at 287.97 vs 275.12 (+4.5%)
In today's screens
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Neighbours by open interest
Questions people ask about BE
Where is BE's gamma max today?
As of Sep 11, 2026, the gamma max for BE is 283.99, +3.0% from the 275.75 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 BE above or below its delta neutral price?
BE closed above delta neutral: 275.75 against a delta neutral price of 204.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BE have?
957,256 contracts of open interest across 1,751 listed contracts on Sep 11, 2026, -9.0% 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.