BHVN gamma max, delta neutral & open interest levels
As of close · rank #838 by open interest · snapshot page
BHVN closed 6.9% below its gamma max of 13.59. It is 18.0% above the delta neutral price of 10.42. Total open interest is 69,718, +2.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BHVN
Where is BHVN's gamma max today?
As of Sep 11, 2026, the gamma max for BHVN is 13.59, +6.9% from the 12.71 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 BHVN above or below its delta neutral price?
BHVN closed above delta neutral: 12.71 against a delta neutral price of 10.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BHVN have?
69,718 contracts of open interest across 186 listed contracts on Sep 11, 2026, +2.9% 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.