BSP gamma max, delta neutral & open interest levels
As of close · rank #1322 by open interest · snapshot page
BSP closed 83.9% below its gamma max of 71.28. It is 12.2% below the delta neutral price of 43.50. Total open interest is 30,853, +1.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BSP
Where is BSP's gamma max today?
As of Sep 11, 2026, the gamma max for BSP is 71.28, +83.9% from the 38.77 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 BSP above or below its delta neutral price?
BSP closed below delta neutral: 38.77 against a delta neutral price of 43.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BSP have?
30,853 contracts of open interest across 147 listed contracts on Sep 11, 2026, +1.7% 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.