BNO gamma max, delta neutral & open interest levels
As of close · rank #325 by open interest · 1,379 sessions of history since Dec 1, 2020
BNO closed 4.5% above its gamma max of 58.59. It is 28.5% above the delta neutral price of 43.91. Total open interest is 292,066, -4.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 33% |
| Gamma max crosses | 39 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 69th |
| Open interest change, 5 sessions | -6.7% |
| Open interest change, 21 sessions | -15.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 55.56 vs 54.85 (+1.3%)
- closed below gamma max at 52.78 vs 54.25 (-2.8%)
- closed above gamma max at 53.80 vs 52.53 (+2.4%)
- closed below gamma max at 52.11 vs 53.41 (-2.5%)
- closed above gamma max at 51.97 vs 51.45 (+1.0%)
- closed below gamma max at 49.74 vs 50.71 (-2.0%)
- closed above gamma max at 50.11 vs 49.73 (+0.8%)
- closed below gamma max at 48.72 vs 50.82 (-4.3%)
- closed above gamma max at 48.70 vs 48.37 (+0.7%)
- closed below gamma max at 57.52 vs 58.87 (-2.3%)
In today's screens
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Neighbours by open interest
Questions people ask about BNO
Where is BNO's gamma max today?
As of Sep 11, 2026, the gamma max for BNO is 58.59, -4.5% from the 61.37 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 BNO above or below its delta neutral price?
BNO closed above delta neutral: 61.37 against a delta neutral price of 43.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNO have?
292,066 contracts of open interest across 461 listed contracts on Sep 11, 2026, -4.2% 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.