BTI gamma max, delta neutral & open interest levels
As of close · rank #588 by open interest · 1,379 sessions of history since Dec 1, 2020
BTI closed 12.8% below its gamma max of 62.31. It is 0.9% above the delta neutral price of 54.74. Total open interest is 122,924, -0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 27th |
| Open interest change, 5 sessions | -0.5% |
| Open interest change, 21 sessions | -4.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 54.86 vs 54.33 (+1.0%)
- closed below delta neutral at 54.33 vs 54.83 (-0.9%)
- closed below gamma max at 59.51 vs 60.00 (-0.8%)
- closed above gamma max at 61.36 vs 60.00 (+2.2%)
- closed below gamma max at 65.09 vs 66.51 (-2.2%)
- closed above gamma max at 63.64 vs 62.37 (+2.0%)
- closed below gamma max at 62.08 vs 64.14 (-3.3%)
- closed above gamma max at 60.99 vs 60.08 (+1.5%)
- closed below gamma max at 61.15 vs 62.56 (-2.3%)
- closed above gamma max at 62.80 vs 62.54 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about BTI
Where is BTI's gamma max today?
As of Sep 11, 2026, the gamma max for BTI is 62.31, +12.8% from the 55.24 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 BTI above or below its delta neutral price?
BTI closed above delta neutral: 55.24 against a delta neutral price of 54.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BTI have?
122,924 contracts of open interest across 234 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.