Data through close

BMRN gamma max, delta neutral & open interest levels

As of close · rank #1189 by open interest · snapshot page

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Close
65.68
prev 65.51
Gamma max
68.79
+4.7% from close
Delta neutral
56.03
-14.7% from close
Gamma neutral
41.00
-37.6% from close
Open interest
37,949
+1.5% vs prev
Contracts listed
143
93 calls · 64 puts

BMRN closed 4.7% below its gamma max of 68.79. It is 14.7% above the delta neutral price of 56.03. Total open interest is 37,949, +1.5% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BMRN

Where is BMRN's gamma max today?

As of Sep 11, 2026, the gamma max for BMRN is 68.79, +4.7% from the 65.68 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 BMRN above or below its delta neutral price?

BMRN closed above delta neutral: 65.68 against a delta neutral price of 56.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BMRN have?

37,949 contracts of open interest across 143 listed contracts on Sep 11, 2026, +1.5% 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.