PBR gamma max, delta neutral & open interest levels
As of close · rank #40 by open interest · 1,379 sessions of history since Dec 1, 2020
PBR closed 1.5% above its gamma max of 20.88. It is 14.6% above the delta neutral price of 18.10. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 2,531,503, +0.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 11 |
| Delta neutral crosses | 7 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +5.9% |
| Open interest change, 21 sessions | +24.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 21.20 vs 20.88 (+1.5%)
- closed above delta neutral at 17.32 vs 17.30 (+0.1%)
- closed below delta neutral at 17.03 vs 17.34 (-1.8%)
- closed above delta neutral at 17.24 vs 17.23 (+0.0%)
- closed below delta neutral at 17.34 vs 17.50 (-0.9%)
- closed below gamma max at 18.80 vs 19.87 (-5.7%)
- closed above gamma max at 17.60 vs 17.14 (+2.6%)
- closed below gamma max at 16.73 vs 16.81 (-0.5%)
- closed above gamma max at 16.63 vs 16.34 (+1.8%)
- closed below gamma max at 16.61 vs 16.86 (-1.5%)
In today's screens
Neighbours by open interest
Questions people ask about PBR
Where is PBR's gamma max today?
As of Sep 11, 2026, the gamma max for PBR is 20.88, -1.5% from the 21.20 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 PBR above or below its delta neutral price?
PBR closed above delta neutral: 21.20 against a delta neutral price of 18.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PBR have?
2,531,503 contracts of open interest across 483 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.