BZAI gamma max, delta neutral & open interest levels
As of close · rank #801 by open interest · snapshot page
BZAI closed 10.7% above its gamma max of 0.50. It is 95.5% above the delta neutral price of 0.03. Total open interest is 74,921, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BZAI
Where is BZAI's gamma max today?
As of Sep 11, 2026, the gamma max for BZAI is 0.50, -10.7% from the 0.56 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 BZAI above or below its delta neutral price?
BZAI closed above delta neutral: 0.56 against a delta neutral price of 0.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BZAI have?
74,921 contracts of open interest across 78 listed contracts on Sep 11, 2026, +0.3% 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.