PAYX gamma max, delta neutral & open interest levels
As of close · rank #1023 by open interest · snapshot page
PAYX closed 6.4% below its gamma max of 123.16. It is 4.2% above the delta neutral price of 110.93. Total open interest is 49,055, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PAYX
Where is PAYX's gamma max today?
As of Sep 11, 2026, the gamma max for PAYX is 123.16, +6.4% from the 115.80 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 PAYX above or below its delta neutral price?
PAYX closed above delta neutral: 115.80 against a delta neutral price of 110.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PAYX have?
49,055 contracts of open interest across 273 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.