PDBC gamma max, delta neutral & open interest levels
As of close · rank #1569 by open interest · snapshot page
PDBC closed 0.7% below its gamma max of 19.93. It is 1.4% above the delta neutral price of 19.52. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 21,575, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PDBC
Where is PDBC's gamma max today?
As of Sep 11, 2026, the gamma max for PDBC is 19.93, +0.7% from the 19.79 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 PDBC above or below its delta neutral price?
PDBC closed above delta neutral: 19.79 against a delta neutral price of 19.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PDBC have?
21,575 contracts of open interest across 51 listed contracts on Sep 11, 2026, -0.2% 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.