BG gamma max, delta neutral & open interest levels
As of close · rank #1068 by open interest · snapshot page
BG closed 9.7% below its gamma max of 134.24. It is 6.9% above the delta neutral price of 113.92. Total open interest is 45,341, +2.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BG
Where is BG's gamma max today?
As of Sep 11, 2026, the gamma max for BG is 134.24, +9.7% from the 122.41 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 BG above or below its delta neutral price?
BG closed above delta neutral: 122.41 against a delta neutral price of 113.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BG have?
45,341 contracts of open interest across 188 listed contracts on Sep 11, 2026, +2.4% 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.