Data through close

BULL gamma max, delta neutral & open interest levels

As of close · rank #114 by open interest · 347 sessions of history since Apr 28, 2025

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Close
9.22
prev 9.30
Gamma max
9.97
+8.2% from close
Delta neutral
5.66
-38.7% from close
Gamma neutral
6.92
-24.9% from close
Open interest
958,753
-3.6% vs prev
Contracts listed
277
159 calls · 126 puts

BULL closed 8.2% below its gamma max of 9.97. It is 38.7% above the delta neutral price of 5.66. Total open interest is 958,753, -3.6% 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 max5%
Gamma max crosses14
Delta neutral crosses2
Open interest percentile (1y)40th
Open interest change, 5 sessions-4.1%
Open interest change, 21 sessions+6.0%
History availableApr 28, 2025 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 9.13 vs 9.16 (-0.4%)
  2. closed above gamma max at 9.57 vs 9.52 (+0.6%)
  3. closed below gamma max at 8.85 vs 9.09 (-2.7%)
  4. closed above gamma max at 8.64 vs 8.38 (+3.1%)
  5. closed below gamma max at 8.10 vs 8.21 (-1.4%)
  6. closed above gamma max at 8.15 vs 8.12 (+0.4%)
  7. closed below gamma max at 7.52 vs 7.64 (-1.5%)
  8. closed above gamma max at 7.69 vs 7.67 (+0.3%)
  9. closed below gamma max at 6.48 vs 6.61 (-2.0%)
  10. closed above gamma max at 5.82 vs 5.67 (+2.5%)

In today's screens

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Questions people ask about BULL

Where is BULL's gamma max today?

As of Sep 11, 2026, the gamma max for BULL is 9.97, +8.2% from the 9.22 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 BULL above or below its delta neutral price?

BULL closed above delta neutral: 9.22 against a delta neutral price of 5.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BULL have?

958,753 contracts of open interest across 277 listed contracts on Sep 11, 2026, -3.6% 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.