BEN gamma max, delta neutral & open interest levels
As of close · rank #1402 by open interest · snapshot page
BEN closed 1.0% below its gamma max of 33.99. It is 7.3% above the delta neutral price of 31.19. Total open interest is 27,563, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BEN
Where is BEN's gamma max today?
As of Sep 11, 2026, the gamma max for BEN is 33.99, +1.0% from the 33.65 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 BEN above or below its delta neutral price?
BEN closed above delta neutral: 33.65 against a delta neutral price of 31.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BEN have?
27,563 contracts of open interest across 121 listed contracts on Sep 11, 2026, +0.0% 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.