PEN gamma max, delta neutral & open interest levels
As of close · rank #1996 by open interest · snapshot page
PEN closed 11.2% below its gamma max of 353.33. It is 18.9% below the delta neutral price of 377.69. Total open interest is 12,320, +1.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PEN
Where is PEN's gamma max today?
As of Sep 11, 2026, the gamma max for PEN is 353.33, +11.2% from the 317.73 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 PEN above or below its delta neutral price?
PEN closed below delta neutral: 317.73 against a delta neutral price of 377.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PEN have?
12,320 contracts of open interest across 339 listed contracts on Sep 11, 2026, +1.6% 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.