Data through close

BUG gamma max, delta neutral & open interest levels

As of close · rank #1268 by open interest · snapshot page

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Close
40.04
prev 40.65
Gamma max
39.31
-1.8% from close
Delta neutral
29.32
-26.8% from close
Gamma neutral
20.22
-49.5% from close
Open interest
33,777
+0.6% vs prev
Contracts listed
314
188 calls · 130 puts

BUG closed 1.8% above its gamma max of 39.31. It is 26.8% above the delta neutral price of 29.32. Total open interest is 33,777, +0.6% versus the previous session. What gamma max means · What delta neutral means

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Neighbours by open interest

← GRAL (#1267) NWSA (#1269) →

Questions people ask about BUG

Where is BUG's gamma max today?

As of Sep 11, 2026, the gamma max for BUG is 39.31, -1.8% from the 40.04 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 BUG above or below its delta neutral price?

BUG closed above delta neutral: 40.04 against a delta neutral price of 29.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BUG have?

33,777 contracts of open interest across 314 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.