PFSI gamma max, delta neutral & open interest levels
As of close · rank #1579 by open interest · snapshot page
PFSI closed 55.9% below its gamma max of 109.66. It is 12.4% below the delta neutral price of 79.09. Total open interest is 21,317, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PFSI
Where is PFSI's gamma max today?
As of Sep 11, 2026, the gamma max for PFSI is 109.66, +55.9% from the 70.36 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 PFSI above or below its delta neutral price?
PFSI closed below delta neutral: 70.36 against a delta neutral price of 79.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PFSI have?
21,317 contracts of open interest across 120 listed contracts on Sep 11, 2026, +0.0% 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.