Data through close

BETA gamma max, delta neutral & open interest levels

As of close · rank #1265 by open interest · snapshot page

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Close
21.17
prev 19.89
Gamma max
23.67
+11.8% from close
Delta neutral
17.64
-16.7% from close
Gamma neutral
21.17
0.0% from close
Open interest
33,894
+6.1% vs prev
Contracts listed
68
39 calls · 35 puts

BETA closed 11.8% below its gamma max of 23.67. It is 16.7% above the delta neutral price of 17.64. Total open interest is 33,894, +6.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BETA

Where is BETA's gamma max today?

As of Sep 11, 2026, the gamma max for BETA is 23.67, +11.8% from the 21.17 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 BETA above or below its delta neutral price?

BETA closed above delta neutral: 21.17 against a delta neutral price of 17.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BETA have?

33,894 contracts of open interest across 68 listed contracts on Sep 11, 2026, +6.1% 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.