Data through close

PINS gamma max, delta neutral & open interest levels

As of close · rank #303 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
19.05
prev 18.78
Gamma max
21.86
+14.7% from close
Delta neutral
20.31
+6.6% from close
Gamma neutral
19.35
+1.6% from close
Open interest
319,264
-5.6% vs prev
Contracts listed
601
349 calls · 279 puts

PINS closed 14.7% below its gamma max of 21.86. It is 6.6% below the delta neutral price of 20.31. Total open interest is 319,264, -5.6% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max1%
Gamma max crosses4
Delta neutral crosses28
Open interest percentile (1y)8th
Open interest change, 5 sessions+3.9%
Open interest change, 21 sessions-3.6%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below delta neutral at 21.70 vs 21.91 (-0.9%)
  2. closed below gamma max at 24.44 vs 24.76 (-1.3%)
  3. closed above gamma max at 24.36 vs 23.64 (+2.9%)
  4. closed above delta neutral at 20.88 vs 20.69 (+0.9%)
  5. closed below delta neutral at 20.44 vs 20.58 (-0.6%)
  6. closed above delta neutral at 21.17 vs 20.84 (+1.6%)
  7. closed below delta neutral at 20.32 vs 20.35 (-0.2%)
  8. closed above delta neutral at 20.00 vs 19.87 (+0.6%)
  9. closed below delta neutral at 19.35 vs 20.19 (-4.3%)
  10. closed above delta neutral at 20.27 vs 19.02 (+6.1%)

In today's screens

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Neighbours by open interest

Questions people ask about PINS

Where is PINS's gamma max today?

As of Sep 11, 2026, the gamma max for PINS is 21.86, +14.7% from the 19.05 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 PINS above or below its delta neutral price?

PINS closed below delta neutral: 19.05 against a delta neutral price of 20.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PINS have?

319,264 contracts of open interest across 601 listed contracts on Sep 11, 2026, -5.6% 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.