PEG gamma max, delta neutral & open interest levels
As of close · rank #1646 by open interest · snapshot page
PEG closed 10.3% below its gamma max of 79.87. It is 0.8% above the delta neutral price of 71.79. Total open interest is 19,632, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PEG
Where is PEG's gamma max today?
As of Sep 11, 2026, the gamma max for PEG is 79.87, +10.3% from the 72.39 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 PEG above or below its delta neutral price?
PEG closed above delta neutral: 72.39 against a delta neutral price of 71.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PEG have?
19,632 contracts of open interest across 149 listed contracts on Sep 11, 2026, +0.5% 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.