BL gamma max, delta neutral & open interest levels
As of close · rank #1156 by open interest · snapshot page
BL closed 14.9% above its gamma max of 24.11. It is 35.7% above the delta neutral price of 18.22. Total open interest is 39,933, -0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BL
Where is BL's gamma max today?
As of Sep 11, 2026, the gamma max for BL is 24.11, -14.9% from the 28.35 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 BL above or below its delta neutral price?
BL closed above delta neutral: 28.35 against a delta neutral price of 18.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BL have?
39,933 contracts of open interest across 137 listed contracts on Sep 11, 2026, -0.8% 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.