PCG gamma max, delta neutral & open interest levels
As of close · rank #33 by open interest · 1,379 sessions of history since Dec 1, 2020
PCG closed 36.9% below its gamma max of 18.89. It is 4.8% above the delta neutral price of 13.13. Total open interest is 3,090,560, +4.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 2 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +13.8% |
| Open interest change, 21 sessions | +71.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 13.96 vs 13.58 (+2.7%)
- closed below delta neutral at 13.27 vs 14.62 (-10.2%)
- closed below gamma max at 18.36 vs 18.77 (-2.2%)
- closed above gamma max at 18.14 vs 17.28 (+4.8%)
- closed below gamma max at 18.14 vs 18.23 (-0.5%)
- closed above gamma max at 18.17 vs 16.95 (+6.7%)
- closed below gamma max at 18.18 vs 19.13 (-5.2%)
- closed above gamma max at 18.13 vs 16.96 (+6.5%)
- closed below gamma max at 18.92 vs 19.31 (-2.1%)
- closed above gamma max at 18.93 vs 17.12 (+9.6%)
In today's screens
Neighbours by open interest
Questions people ask about PCG
Where is PCG's gamma max today?
As of Sep 11, 2026, the gamma max for PCG is 18.89, +36.9% from the 13.80 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 PCG above or below its delta neutral price?
PCG closed above delta neutral: 13.80 against a delta neutral price of 13.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PCG have?
3,090,560 contracts of open interest across 477 listed contracts on Sep 11, 2026, +4.9% 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.