P gamma max, delta neutral & open interest levels
As of close · rank #579 by open interest · 102 sessions of history since Apr 17, 2026
P closed 13.4% below its gamma max of 111.33. It is 19.4% above the delta neutral price of 79.11. Total open interest is 125,322, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 102 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 80th |
| Open interest change, 5 sessions | +5.8% |
| Open interest change, 21 sessions | +0.3% |
| History available | Apr 17, 2026 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 99.28 vs 119.69 (-20.6%)
- closed above gamma max at 108.72 vs 107.22 (+1.4%)
- closed below gamma max at 100.48 vs 103.91 (-3.4%)
- closed above gamma max at 108.56 vs 102.56 (+5.5%)
- closed below gamma max at 112.07 vs 115.05 (-2.7%)
- closed above gamma max at 97.98 vs 96.53 (+1.5%)
- closed below gamma max at 83.29 vs 88.48 (-6.2%)
- closed above gamma max at 86.93 vs 83.90 (+3.5%)
In today's screens
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Neighbours by open interest
Questions people ask about P
Where is P's gamma max today?
As of Sep 11, 2026, the gamma max for P is 111.33, +13.4% from the 98.18 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 P above or below its delta neutral price?
P closed above delta neutral: 98.18 against a delta neutral price of 79.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does P have?
125,322 contracts of open interest across 337 listed contracts on Sep 11, 2026, +0.0% 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.