Data through close

BYND gamma max, delta neutral & open interest levels

As of close · rank #277 by open interest · 1,378 sessions of history since Dec 1, 2020

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Close
10.21
prev 10.45
Gamma max
14.41
+41.1% from close
Delta neutral
11.05
+8.2% from close
Gamma neutral
10.86
+6.4% from close
Open interest
373,082
+1357.8% vs prev
Contracts listed
362
230 calls · 186 puts

BYND closed 41.1% below its gamma max of 14.41. It is 8.2% below the delta neutral price of 11.05. Total open interest is 373,082, +1357.8% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max17%
Gamma max crosses36
Delta neutral crosses16
Open interest percentile (1y)7th
Open interest change, 5 sessions+1426.6%
Open interest change, 21 sessions-62.1%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 11.21 vs 11.39 (-1.6%)
  2. closed above delta neutral at 11.79 vs 11.39 (+3.4%)
  3. closed below delta neutral at 11.57 vs 11.77 (-1.7%)
  4. closed above delta neutral at 14.08 vs 11.68 (+17.0%)
  5. closed below delta neutral at 12.74 vs 16.62 (-30.4%)
  6. closed below gamma max at 12.74 vs 18.13 (-42.3%)
  7. closed above gamma max at 11.63 vs 1.99 (+82.9%)
  8. closed below gamma max at 0.42 vs 0.43 (-2.9%)
  9. closed above gamma max at 0.56 vs 0.50 (+11.0%)
  10. closed below gamma max at 0.56 vs 0.56 (-0.0%)

In today's screens

Neighbours by open interest

Questions people ask about BYND

Where is BYND's gamma max today?

As of Sep 11, 2026, the gamma max for BYND is 14.41, +41.1% from the 10.21 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 BYND above or below its delta neutral price?

BYND closed below delta neutral: 10.21 against a delta neutral price of 11.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does BYND have?

373,082 contracts of open interest across 362 listed contracts on Sep 11, 2026, +1357.8% 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.