PAYC gamma max, delta neutral & open interest levels
As of close · rank #1643 by open interest · snapshot page
PAYC closed 23.2% below its gamma max of 269.74. It is 4.9% above the delta neutral price of 208.19. Total open interest is 19,716, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PAYC
Where is PAYC's gamma max today?
As of Sep 11, 2026, the gamma max for PAYC is 269.74, +23.2% from the 218.91 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 PAYC above or below its delta neutral price?
PAYC closed above delta neutral: 218.91 against a delta neutral price of 208.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PAYC have?
19,716 contracts of open interest across 413 listed contracts on Sep 11, 2026, +0.6% 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.