PAAS gamma max, delta neutral & open interest levels
As of close · rank #343 by open interest · 1,379 sessions of history since Dec 1, 2020
PAAS closed 10.2% below its gamma max of 55.48. It is 18.7% above the delta neutral price of 40.92. Total open interest is 261,501, -2.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 28 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 28th |
| Open interest change, 5 sessions | -3.2% |
| Open interest change, 21 sessions | +1.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 51.80 vs 54.49 (-5.2%)
- closed above gamma max at 51.22 vs 50.51 (+1.4%)
- closed below gamma max at 48.05 vs 48.29 (-0.5%)
- closed above gamma max at 48.24 vs 48.09 (+0.3%)
- closed below gamma max at 49.65 vs 50.78 (-2.3%)
- closed above gamma max at 51.46 vs 50.91 (+1.1%)
- closed below gamma max at 67.24 vs 67.75 (-0.8%)
- closed above gamma max at 68.70 vs 67.47 (+1.8%)
- closed below gamma max at 65.36 vs 65.85 (-0.8%)
- closed above gamma max at 64.70 vs 63.42 (+2.0%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PAAS
Where is PAAS's gamma max today?
As of Sep 11, 2026, the gamma max for PAAS is 55.48, +10.2% from the 50.34 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 PAAS above or below its delta neutral price?
PAAS closed above delta neutral: 50.34 against a delta neutral price of 40.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PAAS have?
261,501 contracts of open interest across 503 listed contracts on Sep 11, 2026, -2.9% 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.