BMO gamma max, delta neutral & open interest levels
As of close · rank #1568 by open interest · snapshot page
BMO closed 6.1% below its gamma max of 185.54. It is 1.5% above the delta neutral price of 172.23. Total open interest is 21,579, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BMO
Where is BMO's gamma max today?
As of Sep 11, 2026, the gamma max for BMO is 185.54, +6.1% from the 174.88 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 BMO above or below its delta neutral price?
BMO closed above delta neutral: 174.88 against a delta neutral price of 172.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BMO have?
21,579 contracts of open interest across 166 listed contracts on Sep 11, 2026, +0.2% 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.