BNS gamma max, delta neutral & open interest levels
As of close · rank #1773 by open interest · snapshot page
BNS closed 1.8% below its gamma max of 95.11. It is 6.6% above the delta neutral price of 87.28. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 16,326, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BNS
Where is BNS's gamma max today?
As of Sep 11, 2026, the gamma max for BNS is 95.11, +1.8% from the 93.45 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 BNS above or below its delta neutral price?
BNS closed above delta neutral: 93.45 against a delta neutral price of 87.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNS have?
16,326 contracts of open interest across 126 listed contracts on Sep 11, 2026, +0.4% 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.