BHF gamma max, delta neutral & open interest levels
As of close · rank #775 by open interest · snapshot page
BHF closed 32.5% below its gamma max of 66.37. It is 4.0% below the delta neutral price of 52.12. Total open interest is 78,917, +0.3% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BHF
Where is BHF's gamma max today?
As of Sep 11, 2026, the gamma max for BHF is 66.37, +32.5% from the 50.11 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 BHF above or below its delta neutral price?
BHF closed below delta neutral: 50.11 against a delta neutral price of 52.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BHF have?
78,917 contracts of open interest across 204 listed contracts on Sep 11, 2026, +0.3% 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.