PFF gamma max, delta neutral & open interest levels
As of close · rank #1756 by open interest · snapshot page
PFF closed 3.8% below its gamma max of 31.31. It is 2.2% below the delta neutral price of 30.81. Total open interest is 16,942, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PFF
Where is PFF's gamma max today?
As of Sep 11, 2026, the gamma max for PFF is 31.31, +3.8% from the 30.15 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 PFF above or below its delta neutral price?
PFF closed below delta neutral: 30.15 against a delta neutral price of 30.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PFF have?
16,942 contracts of open interest across 58 listed contracts on Sep 11, 2026, +0.9% 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.