PG gamma max, delta neutral & open interest levels
As of close · rank #269 by open interest · 1,379 sessions of history since Dec 1, 2020
PG closed 7.2% below its gamma max of 155.79. It is right at the delta neutral price of 145.30. Total open interest is 388,390, -3.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 29 |
| Open interest percentile (1y) | 95th |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | +0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 142.64 vs 144.56 (-1.3%)
- closed above delta neutral at 145.15 vs 144.72 (+0.3%)
- closed below delta neutral at 143.14 vs 144.25 (-0.8%)
- closed above delta neutral at 144.68 vs 144.66 (+0.0%)
- closed below delta neutral at 144.08 vs 144.77 (-0.5%)
- closed above delta neutral at 144.98 vs 144.74 (+0.2%)
- closed below delta neutral at 143.96 vs 145.23 (-0.9%)
- closed above delta neutral at 146.52 vs 144.52 (+1.4%)
- closed below delta neutral at 143.61 vs 145.27 (-1.2%)
- closed above delta neutral at 147.66 vs 145.32 (+1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about PG
Where is PG's gamma max today?
As of Sep 11, 2026, the gamma max for PG is 155.79, +7.2% from the 145.27 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 PG above or below its delta neutral price?
PG closed below delta neutral: 145.27 against a delta neutral price of 145.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PG have?
388,390 contracts of open interest across 567 listed contracts on Sep 11, 2026, -3.0% 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.