BLDP gamma max, delta neutral & open interest levels
As of close · rank #1355 by open interest · snapshot page
BLDP closed 37.1% below its gamma max of 3.03. It is 8.8% above the delta neutral price of 2.02. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 29,380, -0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BLDP
Where is BLDP's gamma max today?
As of Sep 11, 2026, the gamma max for BLDP is 3.03, +37.1% from the 2.21 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 BLDP above or below its delta neutral price?
BLDP closed above delta neutral: 2.21 against a delta neutral price of 2.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BLDP have?
29,380 contracts of open interest across 53 listed contracts on Sep 11, 2026, -0.5% 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.