PENN gamma max, delta neutral & open interest levels
As of close · rank #985 by open interest · snapshot page
PENN closed 13.9% below its gamma max of 20.29. It is 5.6% above the delta neutral price of 16.82. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 53,515, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PENN
Where is PENN's gamma max today?
As of Sep 11, 2026, the gamma max for PENN is 20.29, +13.9% from the 17.82 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 PENN above or below its delta neutral price?
PENN closed above delta neutral: 17.82 against a delta neutral price of 16.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PENN have?
53,515 contracts of open interest across 132 listed contracts on Sep 11, 2026, -0.2% 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.