BYD gamma max, delta neutral & open interest levels
As of close · rank #1811 by open interest · snapshot page
BYD closed 11.1% below its gamma max of 85.55. It is 0.2% below the delta neutral price of 77.16. Total open interest is 15,692, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BYD
Where is BYD's gamma max today?
As of Sep 11, 2026, the gamma max for BYD is 85.55, +11.1% from the 77.00 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 BYD above or below its delta neutral price?
BYD closed below delta neutral: 77.00 against a delta neutral price of 77.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BYD have?
15,692 contracts of open interest across 195 listed contracts on Sep 11, 2026, +0.0% 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.