BRR gamma max, delta neutral & open interest levels
As of close · rank #1207 by open interest · snapshot page
BRR closed 2.6% above its gamma max of 3.04. It is 69.3% above the delta neutral price of 0.96. Total open interest is 37,076, -2.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BRR
Where is BRR's gamma max today?
As of Sep 11, 2026, the gamma max for BRR is 3.04, -2.6% from the 3.12 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 BRR above or below its delta neutral price?
BRR closed above delta neutral: 3.12 against a delta neutral price of 0.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BRR have?
37,076 contracts of open interest across 58 listed contracts on Sep 11, 2026, -2.5% 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.