Data through close

BWXT gamma max, delta neutral & open interest levels

As of close · rank #1482 by open interest · snapshot page

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Close
150.12
prev 152.49
Gamma max
176.73
+17.7% from close
Delta neutral
152.15
+1.3% from close
Gamma neutral
187.65
+25.0% from close
Open interest
24,441
-0.4% vs prev
Contracts listed
315
179 calls · 136 puts

BWXT closed 17.7% below its gamma max of 176.73. It is 1.3% below the delta neutral price of 152.15. Total open interest is 24,441, -0.4% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about BWXT

Where is BWXT's gamma max today?

As of Sep 11, 2026, the gamma max for BWXT is 176.73, +17.7% from the 150.12 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 BWXT above or below its delta neutral price?

BWXT closed below delta neutral: 150.12 against a delta neutral price of 152.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BWXT have?

24,441 contracts of open interest across 315 listed contracts on Sep 11, 2026, -0.4% 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.