PDD gamma max, delta neutral & open interest levels
As of close · rank #100 by open interest · 1,379 sessions of history since Dec 1, 2020
PDD closed 25.0% below its gamma max of 97.26. It is 9.0% below the delta neutral price of 84.79. Total open interest is 1,066,696, -2.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 36th |
| Open interest change, 5 sessions | -1.6% |
| Open interest change, 21 sessions | -2.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 88.38 vs 88.57 (-0.2%)
- closed above delta neutral at 90.20 vs 89.10 (+1.2%)
- closed below delta neutral at 84.17 vs 88.03 (-4.6%)
- closed above delta neutral at 88.32 vs 86.18 (+2.4%)
- closed below delta neutral at 84.83 vs 85.50 (-0.8%)
- closed above delta neutral at 86.05 vs 86.05 (+0.0%)
- closed below delta neutral at 84.14 vs 86.60 (-2.9%)
- closed above delta neutral at 85.74 vs 85.29 (+0.5%)
- closed below delta neutral at 84.56 vs 84.60 (-0.0%)
- closed above delta neutral at 84.74 vs 84.30 (+0.5%)
In today's screens
Neighbours by open interest
Questions people ask about PDD
Where is PDD's gamma max today?
As of Sep 11, 2026, the gamma max for PDD is 97.26, +25.0% from the 77.81 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 PDD above or below its delta neutral price?
PDD closed below delta neutral: 77.81 against a delta neutral price of 84.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PDD have?
1,066,696 contracts of open interest across 646 listed contracts on Sep 11, 2026, -2.5% 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.