PCVX gamma max, delta neutral & open interest levels
As of close · rank #597 by open interest · 1,306 sessions of history since Mar 18, 2021
PCVX closed 27.6% below its gamma max of 75.86. It is 3.7% below the delta neutral price of 61.65. Total open interest is 119,329, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 30% |
| Gamma max crosses | 19 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +4.3% |
| Open interest change, 21 sessions | +29.7% |
| History available | Mar 18, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 60.36 vs 61.03 (-1.1%)
- closed above delta neutral at 60.74 vs 60.72 (+0.0%)
- closed below delta neutral at 59.83 vs 61.29 (-2.4%)
- closed above delta neutral at 63.30 vs 62.21 (+1.7%)
- closed below delta neutral at 55.69 vs 57.85 (-3.9%)
- closed above delta neutral at 58.49 vs 58.32 (+0.3%)
- closed below delta neutral at 57.32 vs 57.80 (-0.8%)
- closed above delta neutral at 58.50 vs 58.01 (+0.8%)
- closed below delta neutral at 54.58 vs 56.52 (-3.5%)
- closed above delta neutral at 56.21 vs 55.28 (+1.7%)
In today's screens
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Neighbours by open interest
Questions people ask about PCVX
Where is PCVX's gamma max today?
As of Sep 11, 2026, the gamma max for PCVX is 75.86, +27.6% from the 59.47 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 PCVX above or below its delta neutral price?
PCVX closed below delta neutral: 59.47 against a delta neutral price of 61.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PCVX have?
119,329 contracts of open interest across 100 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.