BRUN gamma max, delta neutral & open interest levels
As of close · rank #603 by open interest · 60 sessions of history since Jun 17, 2026
BRUN closed 28.5% below its gamma max of 21.37. It is 6.6% above the delta neutral price of 15.53. Total open interest is 116,335, +0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 60 sessions
| Sessions closed above gamma max | 20% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | +5.6% |
| Open interest change, 21 sessions | +12.9% |
| History available | Jun 17, 2026 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 20.13 vs 20.95 (-4.1%)
- closed above gamma max at 22.17 vs 19.66 (+11.3%)
- closed below gamma max at 18.20 vs 18.48 (-1.5%)
- closed above gamma max at 20.04 vs 18.43 (+8.0%)
- closed above delta neutral at 19.85 vs 17.39 (+12.4%)
- closed below delta neutral at 21.74 vs 22.05 (-1.4%)
- closed above delta neutral at 25.53 vs 24.05 (+5.8%)
- closed below delta neutral at 23.48 vs 24.40 (-3.9%)
- closed above delta neutral at 24.42 vs 24.24 (+0.7%)
- closed below delta neutral at 25.68 vs 26.10 (-1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about BRUN
Where is BRUN's gamma max today?
As of Sep 11, 2026, the gamma max for BRUN is 21.37, +28.5% from the 16.63 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 BRUN above or below its delta neutral price?
BRUN closed above delta neutral: 16.63 against a delta neutral price of 15.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BRUN have?
116,335 contracts of open interest across 212 listed contracts on Sep 11, 2026, +0.5% 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.