JBS gamma max, delta neutral & open interest levels
As of close · rank #438 by open interest · 307 sessions of history since Jun 25, 2025
JBS closed 35.1% below its gamma max of 17.01. It is 15.2% above the delta neutral price of 10.68. Total open interest is 196,981, -0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 64th |
| Open interest change, 5 sessions | +2.9% |
| Open interest change, 21 sessions | +6.5% |
| History available | Jun 25, 2025 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 13.75 vs 16.01 (-16.4%)
- closed above gamma max at 13.66 vs 2.50 (+81.7%)
- closed below gamma max at 12.13 vs 16.31 (-34.4%)
- closed above gamma max at 12.25 vs 2.50 (+79.6%)
- closed below gamma max at 17.90 vs 19.09 (-6.7%)
- closed above gamma max at 18.07 vs 17.69 (+2.1%)
- closed below gamma max at 18.32 vs 18.41 (-0.5%)
- closed above gamma max at 18.42 vs 17.77 (+3.5%)
- closed below gamma max at 14.25 vs 17.02 (-19.4%)
- closed above gamma max at 15.03 vs 15.00 (+0.2%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about JBS
Where is JBS's gamma max today?
As of Sep 11, 2026, the gamma max for JBS is 17.01, +35.1% from the 12.59 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 JBS above or below its delta neutral price?
JBS closed above delta neutral: 12.59 against a delta neutral price of 10.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JBS have?
196,981 contracts of open interest across 62 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.