BXSL gamma max, delta neutral & open interest levels
As of close · rank #1036 by open interest · snapshot page
BXSL closed 3.0% below its gamma max of 25.13. It is 4.0% below the delta neutral price of 25.40. Total open interest is 47,535, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BXSL
Where is BXSL's gamma max today?
As of Sep 11, 2026, the gamma max for BXSL is 25.13, +3.0% from the 24.41 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 BXSL above or below its delta neutral price?
BXSL closed below delta neutral: 24.41 against a delta neutral price of 25.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BXSL have?
47,535 contracts of open interest across 109 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.