PII gamma max, delta neutral & open interest levels
As of close · rank #2037 by open interest · snapshot page
PII closed 24.3% below its gamma max of 72.71. It is 4.3% above the delta neutral price of 55.99. Total open interest is 11,741, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PII
Where is PII's gamma max today?
As of Sep 11, 2026, the gamma max for PII is 72.71, +24.3% from the 58.51 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 PII above or below its delta neutral price?
PII closed above delta neutral: 58.51 against a delta neutral price of 55.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PII have?
11,741 contracts of open interest across 139 listed contracts on Sep 11, 2026, -0.1% 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.