Data through close

PAGS gamma max, delta neutral & open interest levels

As of close · rank #908 by open interest · snapshot page

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Close
10.12
prev 10.13
Gamma max
10.03
-0.9% from close
Delta neutral
9.56
-5.5% from close
Gamma neutral
10.12
0.0% from close
Open interest
61,606
+1.8% vs prev
Contracts listed
106
66 calls · 55 puts

PAGS closed 0.9% above its gamma max of 10.03. It is 5.5% above the delta neutral price of 9.56. Total open interest is 61,606, +1.8% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about PAGS

Where is PAGS's gamma max today?

As of Sep 11, 2026, the gamma max for PAGS is 10.03, -0.9% from the 10.12 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 PAGS above or below its delta neutral price?

PAGS closed above delta neutral: 10.12 against a delta neutral price of 9.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PAGS have?

61,606 contracts of open interest across 106 listed contracts on Sep 11, 2026, +1.8% 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.