Data through close

BKR gamma max, delta neutral & open interest levels

As of close · rank #753 by open interest · snapshot page

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Close
59.06
prev 59.40
Gamma max
66.24
+12.2% from close
Delta neutral
58.64
-0.7% from close
Gamma neutral
59.60
+0.9% from close
Open interest
82,336
+1.3% vs prev
Contracts listed
206
140 calls · 103 puts

BKR closed 12.2% below its gamma max of 66.24. It is 0.7% above the delta neutral price of 58.64. Total open interest is 82,336, +1.3% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BKR

Where is BKR's gamma max today?

As of Sep 11, 2026, the gamma max for BKR is 66.24, +12.2% from the 59.06 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 BKR above or below its delta neutral price?

BKR closed above delta neutral: 59.06 against a delta neutral price of 58.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BKR have?

82,336 contracts of open interest across 206 listed contracts on Sep 11, 2026, +1.3% 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.