BILI gamma max, delta neutral & open interest levels
As of close · rank #399 by open interest · 1,379 sessions of history since Dec 1, 2020
BILI closed 35.8% below its gamma max of 21.11. It is 6.7% below the delta neutral price of 16.58. Total open interest is 222,140, +0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 29% |
| Gamma max crosses | 42 |
| Delta neutral crosses | 13 |
| Open interest percentile (1y) | 18th |
| Open interest change, 5 sessions | +15.9% |
| Open interest change, 21 sessions | +15.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 16.50 vs 16.67 (-1.0%)
- closed above delta neutral at 17.06 vs 16.77 (+1.7%)
- closed below gamma max at 16.66 vs 17.02 (-2.1%)
- closed above gamma max at 17.31 vs 17.00 (+1.8%)
- closed below delta neutral at 17.99 vs 18.49 (-2.8%)
- closed above delta neutral at 18.06 vs 17.38 (+3.8%)
- closed below delta neutral at 18.04 vs 18.46 (-2.3%)
- closed above delta neutral at 18.28 vs 18.12 (+0.9%)
- closed below delta neutral at 17.86 vs 19.55 (-9.4%)
- closed above delta neutral at 18.36 vs 18.01 (+1.9%)
In today's screens
Neighbours by open interest
Questions people ask about BILI
Where is BILI's gamma max today?
As of Sep 11, 2026, the gamma max for BILI is 21.11, +35.8% from the 15.54 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 BILI above or below its delta neutral price?
BILI closed below delta neutral: 15.54 against a delta neutral price of 16.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BILI have?
222,140 contracts of open interest across 206 listed contracts on Sep 11, 2026, +0.6% 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.