Data through close

BKNG gamma max, delta neutral & open interest levels

As of close · rank #165 by open interest · 1,379 sessions of history since Dec 1, 2020

Interactive chart Download CSV
Close
173.92
prev 174.33
Gamma max
225.16
+29.5% from close
Delta neutral
173.53
-0.2% from close
Gamma neutral
178.52
+2.6% from close
Open interest
661,858
-1.2% vs prev
Contracts listed
2,876
1,473 calls · 1,409 puts

BKNG closed 29.5% below its gamma max of 225.16. It is 0.2% above the delta neutral price of 173.53. Total open interest is 661,858, -1.2% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max1%
Gamma max crosses2
Delta neutral crosses24
Open interest percentile (1y)75th
Open interest change, 5 sessions+2.8%
Open interest change, 21 sessions+3.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 174.33 vs 173.90 (+0.2%)
  2. closed below delta neutral at 173.43 vs 174.24 (-0.5%)
  3. closed below gamma max at 171.63 vs 172.02 (-0.2%)
  4. closed above delta neutral at 174.64 vs 167.03 (+4.4%)
  5. closed above gamma max at 174.64 vs 173.98 (+0.4%)
  6. closed below delta neutral at 164.94 vs 165.11 (-0.1%)
  7. closed above delta neutral at 163.59 vs 163.57 (+0.0%)
  8. closed below delta neutral at 162.30 vs 165.17 (-1.8%)
  9. closed above delta neutral at 163.30 vs 163.14 (+0.1%)
  10. closed below delta neutral at 165.93 vs 166.62 (-0.4%)

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about BKNG

Where is BKNG's gamma max today?

As of Sep 11, 2026, the gamma max for BKNG is 225.16, +29.5% from the 173.92 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 BKNG above or below its delta neutral price?

BKNG closed above delta neutral: 173.92 against a delta neutral price of 173.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BKNG have?

661,858 contracts of open interest across 2,876 listed contracts on Sep 11, 2026, -1.2% 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.