PEGA gamma max, delta neutral & open interest levels
As of close · rank #2011 by open interest · snapshot page
PEGA closed 9.4% below its gamma max of 39.66. It is 11.7% above the delta neutral price of 31.99. Total open interest is 12,067, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PEGA
Where is PEGA's gamma max today?
As of Sep 11, 2026, the gamma max for PEGA is 39.66, +9.4% from the 36.24 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 PEGA above or below its delta neutral price?
PEGA closed above delta neutral: 36.24 against a delta neutral price of 31.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PEGA have?
12,067 contracts of open interest across 149 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.