BW gamma max, delta neutral & open interest levels
As of close · rank #669 by open interest · snapshot page
BW closed 50.5% below its gamma max of 11.95. It is 1.4% above the delta neutral price of 7.83. Total open interest is 98,969, -6.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BW
Where is BW's gamma max today?
As of Sep 11, 2026, the gamma max for BW is 11.95, +50.5% from the 7.94 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 BW above or below its delta neutral price?
BW closed above delta neutral: 7.94 against a delta neutral price of 7.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BW have?
98,969 contracts of open interest across 211 listed contracts on Sep 11, 2026, -6.5% 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.