BTC gamma max, delta neutral & open interest levels
As of close · rank #1286 by open interest · snapshot page
BTC closed 5.3% below its gamma max of 35.97. It is 20.1% above the delta neutral price of 27.30. Total open interest is 32,672, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BTC
Where is BTC's gamma max today?
As of Sep 11, 2026, the gamma max for BTC is 35.97, +5.3% from the 34.15 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 BTC above or below its delta neutral price?
BTC closed above delta neutral: 34.15 against a delta neutral price of 27.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BTC have?
32,672 contracts of open interest across 324 listed contracts on Sep 11, 2026, +0.6% 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.