PESI gamma max, delta neutral & open interest levels
As of close · rank #1630 by open interest · snapshot page
PESI closed 8.7% above its gamma max of 17.13. It is 61.8% above the delta neutral price of 7.17. Total open interest is 19,946, +1.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PESI
Where is PESI's gamma max today?
As of Sep 11, 2026, the gamma max for PESI is 17.13, -8.7% from the 18.77 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 PESI above or below its delta neutral price?
PESI closed above delta neutral: 18.77 against a delta neutral price of 7.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PESI have?
19,946 contracts of open interest across 55 listed contracts on Sep 11, 2026, +1.4% 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.