BNED gamma max, delta neutral & open interest levels
As of close · rank #1980 by open interest · snapshot page
BNED closed 89.6% below its gamma max of 21.29. It is 17.9% below the delta neutral price of 13.24. Total open interest is 12,564, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BNED
Where is BNED's gamma max today?
As of Sep 11, 2026, the gamma max for BNED is 21.29, +89.6% from the 11.23 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 BNED above or below its delta neutral price?
BNED closed below delta neutral: 11.23 against a delta neutral price of 13.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNED have?
12,564 contracts of open interest across 27 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.