BP gamma max, delta neutral & open interest levels
As of close · rank #210 by open interest · 1,379 sessions of history since Dec 1, 2020
BP closed 3.4% below its gamma max of 47.67. It is 13.9% above the delta neutral price of 39.68. Total open interest is 526,036, -0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 76th |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | +8.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 44.26 vs 44.31 (-0.1%)
- closed above gamma max at 44.22 vs 43.76 (+1.0%)
- closed below gamma max at 42.31 vs 42.77 (-1.1%)
- closed above gamma max at 43.32 vs 42.58 (+1.7%)
- closed below gamma max at 42.76 vs 43.00 (-0.6%)
- closed above gamma max at 41.90 vs 41.19 (+1.7%)
- closed above delta neutral at 37.40 vs 36.30 (+2.9%)
- closed below delta neutral at 36.15 vs 36.21 (-0.2%)
- closed below gamma max at 47.24 vs 47.34 (-0.2%)
- closed above gamma max at 47.12 vs 45.86 (+2.7%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BP
Where is BP's gamma max today?
As of Sep 11, 2026, the gamma max for BP is 47.67, +3.4% from the 46.10 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 BP above or below its delta neutral price?
BP closed above delta neutral: 46.10 against a delta neutral price of 39.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BP have?
526,036 contracts of open interest across 448 listed contracts on Sep 11, 2026, -0.7% 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.