Data through close

BEAM gamma max, delta neutral & open interest levels

As of close · rank #1497 by open interest · snapshot page

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Close
23.99
prev 24.37
Gamma max
27.67
+15.3% from close
Delta neutral
21.81
-9.1% from close
Gamma neutral
23.99
0.0% from close
Open interest
23,860
-0.6% vs prev
Contracts listed
220
127 calls · 93 puts

BEAM closed 15.3% below its gamma max of 27.67. It is 9.1% above the delta neutral price of 21.81. Total open interest is 23,860, -0.6% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BEAM

Where is BEAM's gamma max today?

As of Sep 11, 2026, the gamma max for BEAM is 27.67, +15.3% from the 23.99 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 BEAM above or below its delta neutral price?

BEAM closed above delta neutral: 23.99 against a delta neutral price of 21.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BEAM have?

23,860 contracts of open interest across 220 listed contracts on Sep 11, 2026, -0.6% 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.