BIDU gamma max, delta neutral & open interest levels
As of close · rank #232 by open interest · 1,379 sessions of history since Dec 1, 2020
BIDU closed 24.3% below its gamma max of 113.61. It is 6.1% below the delta neutral price of 96.97. Total open interest is 472,488, -5.1% 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 | 16 |
| Delta neutral crosses | 9 |
| Open interest percentile (1y) | 62th |
| Open interest change, 5 sessions | -1.7% |
| Open interest change, 21 sessions | +19.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 105.94 vs 106.65 (-0.7%)
- closed above delta neutral at 112.18 vs 105.90 (+5.6%)
- closed below delta neutral at 103.96 vs 105.51 (-1.5%)
- closed above delta neutral at 111.76 vs 105.65 (+5.5%)
- closed below delta neutral at 112.72 vs 112.83 (-0.1%)
- closed below gamma max at 143.29 vs 147.65 (-3.0%)
- closed above gamma max at 150.50 vs 146.23 (+2.8%)
- closed below gamma max at 139.94 vs 145.84 (-4.2%)
- closed above gamma max at 145.82 vs 145.79 (+0.0%)
- closed below gamma max at 126.13 vs 130.25 (-3.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BIDU
Where is BIDU's gamma max today?
As of Sep 11, 2026, the gamma max for BIDU is 113.61, +24.3% from the 91.40 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 BIDU above or below its delta neutral price?
BIDU closed below delta neutral: 91.40 against a delta neutral price of 96.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BIDU have?
472,488 contracts of open interest across 763 listed contracts on Sep 11, 2026, -5.1% 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.