PGR gamma max, delta neutral & open interest levels
As of close · rank #967 by open interest · snapshot page
PGR closed 6.7% below its gamma max of 232.09. It is 2.0% above the delta neutral price of 213.37. Total open interest is 55,327, -3.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PGR
Where is PGR's gamma max today?
As of Sep 11, 2026, the gamma max for PGR is 232.09, +6.7% from the 217.62 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 PGR above or below its delta neutral price?
PGR closed above delta neutral: 217.62 against a delta neutral price of 213.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PGR have?
55,327 contracts of open interest across 499 listed contracts on Sep 11, 2026, -3.2% 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.