BEKE gamma max, delta neutral & open interest levels
As of close · rank #557 by open interest · 1,378 sessions of history since Dec 1, 2020
BEKE closed 10.7% below its gamma max of 18.75. It is 4.7% above the delta neutral price of 16.13. Total open interest is 136,360, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 47th |
| Open interest change, 5 sessions | +0.2% |
| Open interest change, 21 sessions | +86.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 16.39 vs 15.98 (+2.5%)
- closed below delta neutral at 15.89 vs 16.10 (-1.3%)
- closed above delta neutral at 15.27 vs 10.37 (+32.1%)
- closed below delta neutral at 15.24 vs 15.35 (-0.7%)
- closed above delta neutral at 14.86 vs 14.44 (+2.8%)
- closed below delta neutral at 15.09 vs 15.47 (-2.5%)
- closed above delta neutral at 15.05 vs 14.36 (+4.6%)
- closed below delta neutral at 14.53 vs 14.81 (-1.9%)
- closed below gamma max at 14.53 vs 19.61 (-34.9%)
- closed above delta neutral at 14.55 vs 11.07 (+23.9%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BEKE
Where is BEKE's gamma max today?
As of Sep 11, 2026, the gamma max for BEKE is 18.75, +10.7% from the 16.93 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 BEKE above or below its delta neutral price?
BEKE closed above delta neutral: 16.93 against a delta neutral price of 16.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BEKE have?
136,360 contracts of open interest across 195 listed contracts on Sep 11, 2026, -0.5% 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.