BWA gamma max, delta neutral & open interest levels
As of close · rank #1303 by open interest · snapshot page
BWA closed 8.8% below its gamma max of 72.54. It is 3.3% above the delta neutral price of 64.45. Total open interest is 31,692, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BWA
Where is BWA's gamma max today?
As of Sep 11, 2026, the gamma max for BWA is 72.54, +8.8% from the 66.65 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 BWA above or below its delta neutral price?
BWA closed above delta neutral: 66.65 against a delta neutral price of 64.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BWA have?
31,692 contracts of open interest across 245 listed contracts on Sep 11, 2026, +0.1% 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.