BR gamma max, delta neutral & open interest levels
As of close · rank #1902 by open interest · snapshot page
BR closed 14.7% below its gamma max of 192.32. It is 1.3% above the delta neutral price of 165.64. Total open interest is 14,099, +1.5% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BR
Where is BR's gamma max today?
As of Sep 11, 2026, the gamma max for BR is 192.32, +14.7% from the 167.74 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 BR above or below its delta neutral price?
BR closed above delta neutral: 167.74 against a delta neutral price of 165.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BR have?
14,099 contracts of open interest across 158 listed contracts on Sep 11, 2026, +1.5% 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.