PAYS gamma max, delta neutral & open interest levels
As of close · rank #1975 by open interest · snapshot page
PAYS closed 3.9% above its gamma max of 12.50. It is 61.0% above the delta neutral price of 5.08. Total open interest is 12,752, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PAYS
Where is PAYS's gamma max today?
As of Sep 11, 2026, the gamma max for PAYS is 12.50, -3.9% from the 13.01 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 PAYS above or below its delta neutral price?
PAYS closed above delta neutral: 13.01 against a delta neutral price of 5.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PAYS have?
12,752 contracts of open interest across 44 listed contracts on Sep 11, 2026, +0.5% 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.