PD gamma max, delta neutral & open interest levels
As of close · rank #1600 by open interest · snapshot page
PD closed 1.5% below its gamma max of 14.30. It is 28.2% above the delta neutral price of 10.12. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 20,809, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PD
Where is PD's gamma max today?
As of Sep 11, 2026, the gamma max for PD is 14.30, +1.5% from the 14.09 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 PD above or below its delta neutral price?
PD closed above delta neutral: 14.09 against a delta neutral price of 10.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PD have?
20,809 contracts of open interest across 79 listed contracts on Sep 11, 2026, +0.0% 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.