PARR gamma max, delta neutral & open interest levels
As of close · rank #1906 by open interest · snapshot page
PARR closed 42.1% above its gamma max of 49.04. It is 48.7% above the delta neutral price of 43.45. Total open interest is 13,893, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PARR
Where is PARR's gamma max today?
As of Sep 11, 2026, the gamma max for PARR is 49.04, -42.1% from the 84.65 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 PARR above or below its delta neutral price?
PARR closed above delta neutral: 84.65 against a delta neutral price of 43.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PARR have?
13,893 contracts of open interest across 187 listed contracts on Sep 11, 2026, +1.3% 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.