BHP gamma max, delta neutral & open interest levels
As of close · rank #517 by open interest · 1,378 sessions of history since Dec 1, 2020
BHP closed 12.0% below its gamma max of 97.60. It is 1.1% above the delta neutral price of 86.17. Total open interest is 151,645, +2.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 22% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 45th |
| Open interest change, 5 sessions | -12.0% |
| Open interest change, 21 sessions | -18.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 92.82 vs 93.71 (-1.0%)
- closed above gamma max at 97.03 vs 94.66 (+2.4%)
- closed below gamma max at 93.63 vs 95.08 (-1.6%)
- closed above gamma max at 92.29 vs 90.29 (+2.2%)
- closed below gamma max at 82.62 vs 93.44 (-13.1%)
- closed above gamma max at 88.78 vs 83.94 (+5.5%)
- closed below gamma max at 91.00 vs 92.91 (-2.1%)
- closed above gamma max at 83.55 vs 81.75 (+2.1%)
- closed below gamma max at 81.87 vs 82.49 (-0.8%)
- closed above gamma max at 87.71 vs 84.94 (+3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about BHP
Where is BHP's gamma max today?
As of Sep 11, 2026, the gamma max for BHP is 97.60, +12.0% from the 87.15 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 BHP above or below its delta neutral price?
BHP closed above delta neutral: 87.15 against a delta neutral price of 86.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BHP have?
151,645 contracts of open interest across 434 listed contracts on Sep 11, 2026, +2.8% 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.