PHAT gamma max, delta neutral & open interest levels
As of close · rank #1547 by open interest · snapshot page
PHAT closed 82.8% above its gamma max of 1.44. It is 86.1% above the delta neutral price of 1.17. Total open interest is 22,094, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PHAT
Where is PHAT's gamma max today?
As of Sep 11, 2026, the gamma max for PHAT is 1.44, -82.8% from the 8.36 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 PHAT above or below its delta neutral price?
PHAT closed above delta neutral: 8.36 against a delta neutral price of 1.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PHAT have?
22,094 contracts of open interest across 65 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.