PGY gamma max, delta neutral & open interest levels
As of close · rank #611 by open interest · 954 sessions of history since Aug 4, 2022
PGY closed 14.1% below its gamma max of 22.79. It is 36.5% above the delta neutral price of 12.68. Total open interest is 113,879, -0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 14th |
| Open interest change, 5 sessions | +0.8% |
| Open interest change, 21 sessions | -40.2% |
| History available | Aug 4, 2022 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 21.98 vs 23.11 (-5.1%)
- closed above gamma max at 23.26 vs 23.07 (+0.8%)
- closed below gamma max at 21.68 vs 22.12 (-2.0%)
- closed above gamma max at 21.56 vs 20.84 (+3.3%)
- closed below gamma max at 20.31 vs 20.47 (-0.8%)
- closed above gamma max at 22.24 vs 20.55 (+7.6%)
- closed above delta neutral at 13.44 vs 13.08 (+2.7%)
- closed below gamma max at 12.64 vs 21.19 (-67.6%)
- closed below delta neutral at 12.87 vs 12.88 (-0.1%)
- closed above gamma max at 12.87 vs 1.00 (+92.2%)
In today's screens
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Neighbours by open interest
Questions people ask about PGY
Where is PGY's gamma max today?
As of Sep 11, 2026, the gamma max for PGY is 22.79, +14.1% from the 19.97 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 PGY above or below its delta neutral price?
PGY closed above delta neutral: 19.97 against a delta neutral price of 12.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PGY have?
113,879 contracts of open interest across 310 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.