PLCE gamma max, delta neutral & open interest levels
As of close · rank #1477 by open interest · snapshot page
PLCE closed 35.0% below its gamma max of 3.28. It is 16.2% above the delta neutral price of 2.04. Total open interest is 24,647, +0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PLCE
Where is PLCE's gamma max today?
As of Sep 11, 2026, the gamma max for PLCE is 3.28, +35.0% from the 2.43 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 PLCE above or below its delta neutral price?
PLCE closed above delta neutral: 2.43 against a delta neutral price of 2.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PLCE have?
24,647 contracts of open interest across 76 listed contracts on Sep 11, 2026, +0.3% 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.