BMA gamma max, delta neutral & open interest levels
As of close · rank #1702 by open interest · snapshot page
BMA closed 41.2% below its gamma max of 109.91. It is 8.2% below the delta neutral price of 84.24. Total open interest is 18,305, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BMA
Where is BMA's gamma max today?
As of Sep 11, 2026, the gamma max for BMA is 109.91, +41.2% from the 77.82 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 BMA above or below its delta neutral price?
BMA closed below delta neutral: 77.82 against a delta neutral price of 84.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BMA have?
18,305 contracts of open interest across 98 listed contracts on Sep 11, 2026, +0.0% 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.