BLK gamma max, delta neutral & open interest levels
As of close · rank #1209 by open interest · snapshot page
BLK closed 9.6% below its gamma max of 1,183.01. It is 1.4% above the delta neutral price of 1,064.40. Total open interest is 37,028, -1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BLK
Where is BLK's gamma max today?
As of Sep 11, 2026, the gamma max for BLK is 1,183.01, +9.6% from the 1,079.65 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 BLK above or below its delta neutral price?
BLK closed above delta neutral: 1,079.65 against a delta neutral price of 1,064.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BLK have?
37,028 contracts of open interest across 1,211 listed contracts on Sep 11, 2026, -1.9% 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.