Data through close

BRZE gamma max, delta neutral & open interest levels

As of close · rank #1078 by open interest · snapshot page

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Close
23.94
prev 24.26
Gamma max
33.31
+39.2% from close
Delta neutral
23.19
-3.2% from close
Gamma neutral
29.93
+25.0% from close
Open interest
44,773
+5.7% vs prev
Contracts listed
206
126 calls · 88 puts

BRZE closed 39.2% below its gamma max of 33.31. It is 3.2% above the delta neutral price of 23.19. Total open interest is 44,773, +5.7% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BRZE

Where is BRZE's gamma max today?

As of Sep 11, 2026, the gamma max for BRZE is 33.31, +39.2% from the 23.94 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 BRZE above or below its delta neutral price?

BRZE closed above delta neutral: 23.94 against a delta neutral price of 23.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BRZE have?

44,773 contracts of open interest across 206 listed contracts on Sep 11, 2026, +5.7% 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.