PBI gamma max, delta neutral & open interest levels
As of close · rank #817 by open interest · snapshot page
PBI closed 5.6% above its gamma max of 16.11. It is 45.2% above the delta neutral price of 9.34. Total open interest is 72,839, +0.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PBI
Where is PBI's gamma max today?
As of Sep 11, 2026, the gamma max for PBI is 16.11, -5.6% from the 17.06 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 PBI above or below its delta neutral price?
PBI closed above delta neutral: 17.06 against a delta neutral price of 9.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PBI have?
72,839 contracts of open interest across 153 listed contracts on Sep 11, 2026, +0.4% 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.