PENG gamma max, delta neutral & open interest levels
As of close · rank #696 by open interest · snapshot page
PENG closed 14.7% below its gamma max of 58.67. It is 15.1% above the delta neutral price of 43.44. Total open interest is 93,901, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PENG
Where is PENG's gamma max today?
As of Sep 11, 2026, the gamma max for PENG is 58.67, +14.7% from the 51.16 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 PENG above or below its delta neutral price?
PENG closed above delta neutral: 51.16 against a delta neutral price of 43.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PENG have?
93,901 contracts of open interest across 355 listed contracts on Sep 11, 2026, +0.1% 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.