BIIB gamma max, delta neutral & open interest levels
As of close · rank #1047 by open interest · snapshot page
BIIB closed 5.1% below its gamma max of 228.22. It is 15.3% above the delta neutral price of 183.97. Total open interest is 46,776, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BIIB
Where is BIIB's gamma max today?
As of Sep 11, 2026, the gamma max for BIIB is 228.22, +5.1% from the 217.15 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 BIIB above or below its delta neutral price?
BIIB closed above delta neutral: 217.15 against a delta neutral price of 183.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BIIB have?
46,776 contracts of open interest across 553 listed contracts on Sep 11, 2026, +1.9% 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.