BOX gamma max, delta neutral & open interest levels
As of close · rank #1137 by open interest · snapshot page
BOX closed 3.8% below its gamma max of 35.04. It is 22.4% above the delta neutral price of 26.19. Total open interest is 41,140, +3.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BOX
Where is BOX's gamma max today?
As of Sep 11, 2026, the gamma max for BOX is 35.04, +3.8% from the 33.75 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 BOX above or below its delta neutral price?
BOX closed above delta neutral: 33.75 against a delta neutral price of 26.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BOX have?
41,140 contracts of open interest across 210 listed contracts on Sep 11, 2026, +3.6% 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.