PAR gamma max, delta neutral & open interest levels
As of close · rank #1197 by open interest · snapshot page
PAR closed 6.4% below its gamma max of 19.15. It is 17.4% above the delta neutral price of 14.87. Total open interest is 37,735, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PAR
Where is PAR's gamma max today?
As of Sep 11, 2026, the gamma max for PAR is 19.15, +6.4% from the 18.00 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 PAR above or below its delta neutral price?
PAR closed above delta neutral: 18.00 against a delta neutral price of 14.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PAR have?
37,735 contracts of open interest across 174 listed contracts on Sep 11, 2026, -0.1% 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.