BZ gamma max, delta neutral & open interest levels
As of close · rank #2048 by open interest · snapshot page
BZ closed 8.6% above its gamma max of 15.03. It is 12.7% above the delta neutral price of 14.35. Total open interest is 11,421, +3.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BZ
Where is BZ's gamma max today?
As of Sep 11, 2026, the gamma max for BZ is 15.03, -8.6% from the 16.44 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 BZ above or below its delta neutral price?
BZ closed above delta neutral: 16.44 against a delta neutral price of 14.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BZ have?
11,421 contracts of open interest across 42 listed contracts on Sep 11, 2026, +3.2% 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.