BSX gamma max, delta neutral & open interest levels
As of close · rank #106 by open interest · 1,379 sessions of history since Dec 1, 2020
BSX closed 33.7% below its gamma max of 57.46. It is 5.8% below the delta neutral price of 45.48. Total open interest is 1,019,421, -4.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | -0.2% |
| Open interest change, 21 sessions | +5.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 43.10 vs 45.82 (-6.3%)
- closed above delta neutral at 45.51 vs 44.73 (+1.7%)
- closed below delta neutral at 44.67 vs 45.11 (-1.0%)
- closed above delta neutral at 45.08 vs 45.07 (+0.0%)
- closed below delta neutral at 48.38 vs 48.64 (-0.5%)
- closed above delta neutral at 48.96 vs 48.45 (+1.1%)
- closed below delta neutral at 48.73 vs 48.81 (-0.2%)
- closed above delta neutral at 48.85 vs 48.71 (+0.3%)
- closed below delta neutral at 50.33 vs 55.16 (-9.6%)
- closed above delta neutral at 55.92 vs 55.79 (+0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about BSX
Where is BSX's gamma max today?
As of Sep 11, 2026, the gamma max for BSX is 57.46, +33.7% from the 42.98 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 BSX above or below its delta neutral price?
BSX closed below delta neutral: 42.98 against a delta neutral price of 45.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BSX have?
1,019,421 contracts of open interest across 553 listed contracts on Sep 11, 2026, -4.4% 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.