BHC gamma max, delta neutral & open interest levels
As of close · rank #471 by open interest · 1,379 sessions of history since Dec 1, 2020
BHC closed 22.2% below its gamma max of 7.16. It is 7.3% below the delta neutral price of 6.29. Total open interest is 176,454, -0.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 33 |
| Open interest percentile (1y) | 90th |
| Open interest change, 5 sessions | -0.0% |
| Open interest change, 21 sessions | -4.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 5.86 vs 6.29 (-7.3%)
- closed above delta neutral at 6.47 vs 6.43 (+0.7%)
- closed below delta neutral at 6.32 vs 6.50 (-2.8%)
- closed below gamma max at 6.44 vs 7.67 (-19.0%)
- closed above gamma max at 6.81 vs 6.12 (+10.1%)
- closed below gamma max at 6.89 vs 7.06 (-2.5%)
- closed above gamma max at 6.93 vs 6.15 (+11.3%)
- closed below gamma max at 6.51 vs 7.29 (-12.0%)
- closed above gamma max at 6.34 vs 6.09 (+3.9%)
- closed below gamma max at 6.21 vs 6.28 (-1.1%)
In today's screens
Neighbours by open interest
Questions people ask about BHC
Where is BHC's gamma max today?
As of Sep 11, 2026, the gamma max for BHC is 7.16, +22.2% from the 5.86 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 BHC above or below its delta neutral price?
BHC closed below delta neutral: 5.86 against a delta neutral price of 6.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BHC have?
176,454 contracts of open interest across 149 listed contracts on Sep 11, 2026, -0.8% 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.