BNTX gamma max, delta neutral & open interest levels
As of close · rank #805 by open interest · snapshot page
BNTX closed 22.8% below its gamma max of 118.81. It is 1.1% below the delta neutral price of 97.81. Total open interest is 74,214, +2.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BNTX
Where is BNTX's gamma max today?
As of Sep 11, 2026, the gamma max for BNTX is 118.81, +22.8% from the 96.73 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 BNTX above or below its delta neutral price?
BNTX closed below delta neutral: 96.73 against a delta neutral price of 97.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNTX have?
74,214 contracts of open interest across 394 listed contracts on Sep 11, 2026, +2.5% 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.