BRK.B gamma max, delta neutral & open interest levels
As of close · rank #211 by open interest · 1,379 sessions of history since Dec 1, 2020
BRK.B closed 2.2% below its gamma max of 521.69. It is 9.1% above the delta neutral price of 463.70. Total open interest is 522,877, -4.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 51th |
| Open interest change, 5 sessions | -3.2% |
| Open interest change, 21 sessions | -4.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 516.38 vs 528.08 (-2.3%)
- closed above gamma max at 529.42 vs 527.64 (+0.3%)
- closed below gamma max at 524.61 vs 527.33 (-0.5%)
- closed above gamma max at 518.85 vs 518.05 (+0.2%)
- closed below gamma max at 509.16 vs 512.86 (-0.7%)
- closed above gamma max at 512.37 vs 509.00 (+0.7%)
- closed below gamma max at 508.94 vs 514.86 (-1.2%)
- closed above gamma max at 513.11 vs 512.37 (+0.1%)
- closed below gamma max at 523.14 vs 526.92 (-0.7%)
- closed above gamma max at 523.01 vs 520.57 (+0.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about BRK.B
Where is BRK.B's gamma max today?
As of Sep 11, 2026, the gamma max for BRK.B is 521.69, +2.2% from the 510.37 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 BRK.B above or below its delta neutral price?
BRK.B closed above delta neutral: 510.37 against a delta neutral price of 463.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BRK.B have?
522,877 contracts of open interest across 1,153 listed contracts on Sep 11, 2026, -4.2% 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.