PBF gamma max, delta neutral & open interest levels
As of close · rank #781 by open interest · snapshot page
PBF closed 0.2% below its gamma max of 78.43. It is 41.9% above the delta neutral price of 45.47. Total open interest is 77,435, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PBF
Where is PBF's gamma max today?
As of Sep 11, 2026, the gamma max for PBF is 78.43, +0.2% from the 78.30 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 PBF above or below its delta neutral price?
PBF closed above delta neutral: 78.30 against a delta neutral price of 45.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PBF have?
77,435 contracts of open interest across 390 listed contracts on Sep 11, 2026, +1.9% 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.