BUR gamma max, delta neutral & open interest levels
As of close · rank #1015 by open interest · snapshot page
BUR closed 136.4% below its gamma max of 10.28. It is 1.4% below the delta neutral price of 4.41. Total open interest is 49,710, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BUR
Where is BUR's gamma max today?
As of Sep 11, 2026, the gamma max for BUR is 10.28, +136.4% from the 4.35 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 BUR above or below its delta neutral price?
BUR closed below delta neutral: 4.35 against a delta neutral price of 4.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BUR have?
49,710 contracts of open interest across 58 listed contracts on Sep 11, 2026, +0.0% 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.