BNY gamma max, delta neutral & open interest levels
As of close · rank #506 by open interest · 60 sessions of history since Jun 17, 2026
BNY closed 3.4% above its gamma max of 157.09. It is 4.6% above the delta neutral price of 155.14. Total open interest is 155,840, -0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 60 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 11 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | +1.3% |
| Open interest change, 21 sessions | +17.8% |
| History available | Jun 17, 2026 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 162.59 vs 156.55 (+3.7%)
- closed below gamma max at 162.51 vs 166.99 (-2.8%)
- closed above gamma max at 162.85 vs 160.24 (+1.6%)
- closed below gamma max at 164.33 vs 230.00 (-40.0%)
- closed above gamma max at 162.14 vs 160.06 (+1.3%)
- closed below gamma max at 158.49 vs 159.64 (-0.7%)
- closed above gamma max at 157.24 vs 156.80 (+0.3%)
- closed below gamma max at 163.93 vs 165.06 (-0.7%)
- closed above gamma max at 163.24 vs 162.57 (+0.4%)
- closed below gamma max at 162.25 vs 163.22 (-0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about BNY
Where is BNY's gamma max today?
As of Sep 11, 2026, the gamma max for BNY is 157.09, -3.4% from the 162.66 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 BNY above or below its delta neutral price?
BNY closed above delta neutral: 162.66 against a delta neutral price of 155.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BNY have?
155,840 contracts of open interest across 298 listed contracts on Sep 11, 2026, -0.1% 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.