BJ gamma max, delta neutral & open interest levels
As of close · rank #1593 by open interest · snapshot page
BJ closed 11.1% below its gamma max of 101.62. It is 2.0% below the delta neutral price of 93.36. Total open interest is 20,953, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BJ
Where is BJ's gamma max today?
As of Sep 11, 2026, the gamma max for BJ is 101.62, +11.1% from the 91.49 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 BJ above or below its delta neutral price?
BJ closed below delta neutral: 91.49 against a delta neutral price of 93.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BJ have?
20,953 contracts of open interest across 180 listed contracts on Sep 11, 2026, +0.3% 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.