BF.B gamma max, delta neutral & open interest levels
As of close · rank #1596 by open interest · snapshot page
BF.B closed 6.9% below its gamma max of 28.03. It is 0.8% below the delta neutral price of 26.42. Total open interest is 20,904, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BF.B
Where is BF.B's gamma max today?
As of Sep 11, 2026, the gamma max for BF.B is 28.03, +6.9% from the 26.22 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 BF.B above or below its delta neutral price?
BF.B closed below delta neutral: 26.22 against a delta neutral price of 26.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BF.B have?
20,904 contracts of open interest across 91 listed contracts on Sep 11, 2026, -0.2% 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.