BZFD gamma max, delta neutral & open interest levels
As of close · rank #1731 by open interest · snapshot page
BZFD closed 73.5% above its gamma max of 0.29. It is 77.7% above the delta neutral price of 0.24. Total open interest is 17,334, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about BZFD
Where is BZFD's gamma max today?
As of Sep 11, 2026, the gamma max for BZFD is 0.29, -73.5% from the 1.08 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 BZFD above or below its delta neutral price?
BZFD closed above delta neutral: 1.08 against a delta neutral price of 0.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does BZFD have?
17,334 contracts of open interest across 59 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.