BORR gamma max, delta neutral & open interest levels
As of close · rank #834 by open interest · snapshot page
BORR closed 17.0% below its gamma max of 5.00. It is 18.0% above the delta neutral price of 3.50. Total open interest is 69,898, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BORR
Where is BORR's gamma max today?
As of Sep 11, 2026, the gamma max for BORR is 5.00, +17.0% from the 4.27 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 BORR above or below its delta neutral price?
BORR closed above delta neutral: 4.27 against a delta neutral price of 3.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BORR have?
69,898 contracts of open interest across 84 listed contracts on Sep 11, 2026, -0.0% 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.