Data through close

BTDR gamma max, delta neutral & open interest levels

As of close · rank #236 by open interest · 568 sessions of history since Feb 23, 2024

Interactive chart Download CSV
Close
11.96
prev 11.53
Gamma max
14.05
+17.5% from close
Delta neutral
10.10
-15.5% from close
Gamma neutral
10.22
-14.6% from close
Open interest
459,331
-5.1% vs prev
Contracts listed
422
236 calls · 224 puts

BTDR closed 17.5% below its gamma max of 14.05. It is 15.5% above the delta neutral price of 10.10. Total open interest is 459,331, -5.1% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max15%
Gamma max crosses28
Delta neutral crosses14
Open interest percentile (1y)58th
Open interest change, 5 sessions-1.8%
Open interest change, 21 sessions-2.6%
History availableFeb 23, 2024 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 9.63 vs 9.30 (+3.4%)
  2. closed below delta neutral at 8.69 vs 9.77 (-12.3%)
  3. closed below gamma max at 18.32 vs 18.98 (-3.6%)
  4. closed above gamma max at 17.83 vs 17.68 (+0.8%)
  5. closed below gamma max at 17.41 vs 17.59 (-1.0%)
  6. closed above gamma max at 18.38 vs 15.72 (+14.5%)
  7. closed below gamma max at 13.35 vs 14.10 (-5.6%)
  8. closed above gamma max at 14.74 vs 14.52 (+1.5%)
  9. closed below gamma max at 13.19 vs 13.45 (-1.9%)
  10. closed above gamma max at 15.10 vs 13.93 (+7.8%)

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about BTDR

Where is BTDR's gamma max today?

As of Sep 11, 2026, the gamma max for BTDR is 14.05, +17.5% from the 11.96 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 BTDR above or below its delta neutral price?

BTDR closed above delta neutral: 11.96 against a delta neutral price of 10.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BTDR have?

459,331 contracts of open interest across 422 listed contracts on Sep 11, 2026, -5.1% 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.