Data through close

BTG gamma max, delta neutral & open interest levels

As of close · rank #199 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
5.38
prev 5.36
Gamma max
5.38
-0.1% from close
Delta neutral
2.70
-49.8% from close
Gamma neutral
0.62
-88.5% from close
Open interest
554,327
+0.1% vs prev
Contracts listed
174
116 calls · 82 puts

BTG closed 0.1% above its gamma max of 5.38. It is 49.8% above the delta neutral price of 2.70. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 554,327, +0.1% 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 max61%
Gamma max crosses44
Delta neutral crosses0
Open interest percentile (1y)17th
Open interest change, 5 sessions-2.3%
Open interest change, 21 sessions-19.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 5.38 vs 5.38 (+0.1%)
  2. closed below gamma max at 5.36 vs 5.40 (-0.8%)
  3. closed above gamma max at 5.52 vs 4.82 (+12.6%)
  4. closed below gamma max at 5.38 vs 5.49 (-2.0%)
  5. closed above gamma max at 5.27 vs 5.16 (+2.0%)
  6. closed below gamma max at 5.20 vs 5.22 (-0.4%)
  7. closed above gamma max at 5.03 vs 5.01 (+0.3%)
  8. closed below gamma max at 3.85 vs 5.02 (-30.3%)
  9. closed above gamma max at 3.74 vs 2.28 (+39.1%)
  10. closed below gamma max at 3.84 vs 5.02 (-30.8%)

In today's screens

Neighbours by open interest

Questions people ask about BTG

Where is BTG's gamma max today?

As of Sep 11, 2026, the gamma max for BTG is 5.38, -0.1% from the 5.38 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 BTG above or below its delta neutral price?

BTG closed above delta neutral: 5.38 against a delta neutral price of 2.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BTG have?

554,327 contracts of open interest across 174 listed contracts on Sep 11, 2026, +0.1% 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.