PL gamma max, delta neutral & open interest levels
As of close · rank #285 by open interest · 1,122 sessions of history since Dec 8, 2021
PL closed 45.6% below its gamma max of 23.96. It is 3.9% below the delta neutral price of 17.10. Total open interest is 360,508, -5.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 35% |
| Gamma max crosses | 41 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 98th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +44.5% |
| History available | Dec 8, 2021 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 16.69 vs 17.02 (-2.0%)
- closed below gamma max at 24.50 vs 25.70 (-4.9%)
- closed above gamma max at 23.10 vs 2.28 (+90.1%)
- closed below gamma max at 22.72 vs 23.66 (-4.1%)
- closed above gamma max at 22.35 vs 2.15 (+90.4%)
- closed below gamma max at 22.83 vs 26.34 (-15.4%)
- closed above gamma max at 20.47 vs 2.78 (+86.4%)
- closed below gamma max at 22.36 vs 33.90 (-51.6%)
- closed above gamma max at 22.47 vs 1.57 (+93.0%)
- closed below gamma max at 31.28 vs 36.85 (-17.8%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PL
Where is PL's gamma max today?
As of Sep 11, 2026, the gamma max for PL is 23.96, +45.6% from the 16.45 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 PL above or below its delta neutral price?
PL closed below delta neutral: 16.45 against a delta neutral price of 17.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PL have?
360,508 contracts of open interest across 539 listed contracts on Sep 11, 2026, -5.0% 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.