BX gamma max, delta neutral & open interest levels
As of close · rank #219 by open interest · 1,379 sessions of history since Dec 1, 2020
BX closed 31.3% below its gamma max of 168.79. It is 8.6% below the delta neutral price of 139.53. Total open interest is 498,059, -0.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | -1.2% |
| Open interest change, 21 sessions | +1.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 136.60 vs 140.25 (-2.7%)
- closed above delta neutral at 134.67 vs 130.50 (+3.1%)
- closed below delta neutral at 129.40 vs 130.62 (-0.9%)
- closed above delta neutral at 132.57 vs 131.79 (+0.6%)
- closed below delta neutral at 125.01 vs 127.40 (-1.9%)
- closed above delta neutral at 127.87 vs 127.78 (+0.1%)
- closed below delta neutral at 129.08 vs 130.47 (-1.1%)
- closed above delta neutral at 126.33 vs 125.85 (+0.4%)
- closed below delta neutral at 153.91 vs 157.94 (-2.6%)
- closed above delta neutral at 160.81 vs 155.66 (+3.2%)
In today's screens
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Neighbours by open interest
Questions people ask about BX
Where is BX's gamma max today?
As of Sep 11, 2026, the gamma max for BX is 168.79, +31.3% from the 128.51 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 BX above or below its delta neutral price?
BX closed below delta neutral: 128.51 against a delta neutral price of 139.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BX have?
498,059 contracts of open interest across 922 listed contracts on Sep 11, 2026, -0.5% 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.