BEX gamma max, delta neutral & open interest levels
As of close · rank #1637 by open interest · snapshot page
BEX closed 2.3% above its gamma max of 36.62. It is 27.9% above the delta neutral price of 27.01. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 19,765, +4.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BEX
Where is BEX's gamma max today?
As of Sep 11, 2026, the gamma max for BEX is 36.62, -2.3% from the 37.47 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 BEX above or below its delta neutral price?
BEX closed above delta neutral: 37.47 against a delta neutral price of 27.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BEX have?
19,765 contracts of open interest across 355 listed contracts on Sep 11, 2026, +4.1% 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.