Data through close

BXMT gamma max, delta neutral & open interest levels

As of close · rank #943 by open interest · snapshot page

Interactive chart Download CSV
Close
13.35
prev 13.48
Gamma max
19.74
+47.9% from close
Delta neutral
16.05
+20.2% from close
Gamma neutral
15.06
+12.8% from close
Open interest
57,201
+0.4% vs prev
Contracts listed
90
54 calls · 44 puts

BXMT closed 47.9% below its gamma max of 19.74. It is 20.2% below the delta neutral price of 16.05. Total open interest is 57,201, +0.4% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about BXMT

Where is BXMT's gamma max today?

As of Sep 11, 2026, the gamma max for BXMT is 19.74, +47.9% from the 13.35 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 BXMT above or below its delta neutral price?

BXMT closed below delta neutral: 13.35 against a delta neutral price of 16.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BXMT have?

57,201 contracts of open interest across 90 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.