BMY gamma max, delta neutral & open interest levels
As of close · rank #146 by open interest · 1,379 sessions of history since Dec 1, 2020
BMY closed 8.0% below its gamma max of 68.71. It is 4.7% above the delta neutral price of 60.66. Total open interest is 732,546, +2.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 75th |
| Open interest change, 5 sessions | +3.7% |
| Open interest change, 21 sessions | -2.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 65.47 vs 66.33 (-1.3%)
- closed above gamma max at 66.05 vs 65.98 (+0.1%)
- closed above delta neutral at 55.53 vs 54.66 (+1.6%)
- closed below delta neutral at 54.00 vs 54.35 (-0.7%)
- closed above delta neutral at 56.60 vs 56.22 (+0.7%)
- closed below delta neutral at 54.47 vs 54.60 (-0.2%)
- closed below gamma max at 61.22 vs 62.03 (-1.3%)
- closed above gamma max at 62.37 vs 60.14 (+3.6%)
- closed below gamma max at 61.30 vs 61.49 (-0.3%)
- closed above gamma max at 60.66 vs 60.43 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about BMY
Where is BMY's gamma max today?
As of Sep 11, 2026, the gamma max for BMY is 68.71, +8.0% from the 63.64 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 BMY above or below its delta neutral price?
BMY closed above delta neutral: 63.64 against a delta neutral price of 60.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BMY have?
732,546 contracts of open interest across 483 listed contracts on Sep 11, 2026, +2.8% 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.