BURL gamma max, delta neutral & open interest levels
As of close · rank #1091 by open interest · snapshot page
BURL closed 67.2% below its gamma max of 399.63. It is 24.5% below the delta neutral price of 297.56. Total open interest is 44,214, -14.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BURL
Where is BURL's gamma max today?
As of Sep 11, 2026, the gamma max for BURL is 399.63, +67.2% from the 239.04 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 BURL above or below its delta neutral price?
BURL closed below delta neutral: 239.04 against a delta neutral price of 297.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BURL have?
44,214 contracts of open interest across 585 listed contracts on Sep 11, 2026, -14.9% 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.