BGS gamma max, delta neutral & open interest levels
As of close · rank #1114 by open interest · snapshot page
BGS closed 59.3% below its gamma max of 5.02. It is 37.9% below the delta neutral price of 4.34. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 42,300, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BGS
Where is BGS's gamma max today?
As of Sep 11, 2026, the gamma max for BGS is 5.02, +59.3% from the 3.15 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 BGS above or below its delta neutral price?
BGS closed below delta neutral: 3.15 against a delta neutral price of 4.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BGS have?
42,300 contracts of open interest across 70 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.