PHG gamma max, delta neutral & open interest levels
As of close · rank #2062 by open interest · snapshot page
PHG closed 10.7% below its gamma max of 27.21. It is 2.3% below the delta neutral price of 25.16. Total open interest is 11,256, -2.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PHG
Where is PHG's gamma max today?
As of Sep 11, 2026, the gamma max for PHG is 27.21, +10.7% from the 24.59 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 PHG above or below its delta neutral price?
PHG closed below delta neutral: 24.59 against a delta neutral price of 25.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PHG have?
11,256 contracts of open interest across 81 listed contracts on Sep 11, 2026, -2.5% 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.