PFE gamma max, delta neutral & open interest levels
As of close · rank #41 by open interest · 1,379 sessions of history since Dec 1, 2020
PFE closed 4.5% below its gamma max of 28.96. It is 3.8% above the delta neutral price of 26.68. Total open interest is 2,466,513, -1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 35 |
| Open interest percentile (1y) | 23th |
| Open interest change, 5 sessions | -4.0% |
| Open interest change, 21 sessions | -5.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.82 vs 27.90 (-0.3%)
- closed above gamma max at 28.25 vs 28.11 (+0.5%)
- closed below gamma max at 26.62 vs 26.91 (-1.1%)
- closed above gamma max at 26.20 vs 26.13 (+0.3%)
- closed above delta neutral at 25.01 vs 24.98 (+0.1%)
- closed below delta neutral at 24.91 vs 24.98 (-0.3%)
- closed above delta neutral at 25.25 vs 24.96 (+1.2%)
- closed below gamma max at 24.55 vs 27.01 (-10.0%)
- closed above gamma max at 25.00 vs 25.00 (0.0%)
- closed below delta neutral at 25.05 vs 25.14 (-0.3%)
In today's screens
Neighbours by open interest
Questions people ask about PFE
Where is PFE's gamma max today?
As of Sep 11, 2026, the gamma max for PFE is 28.96, +4.5% from the 27.72 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 PFE above or below its delta neutral price?
PFE closed above delta neutral: 27.72 against a delta neutral price of 26.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PFE have?
2,466,513 contracts of open interest across 488 listed contracts on Sep 11, 2026, -1.8% 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.