Data through close

PLTR gamma max, delta neutral & open interest levels

As of close · rank #28 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
167.23
prev 165.86
Gamma max
186.29
+11.4% from close
Delta neutral
135.37
-19.1% from close
Gamma neutral
167.23
0.0% from close
Open interest
3,428,842
-5.4% vs prev
Contracts listed
1,811
1,000 calls · 854 puts

PLTR closed 11.4% below its gamma max of 186.29. It is 19.1% above the delta neutral price of 135.37. Total open interest is 3,428,842, -5.4% 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 max2%
Gamma max crosses6
Delta neutral crosses12
Open interest percentile (1y)33th
Open interest change, 5 sessions-6.1%
Open interest change, 21 sessions-11.0%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 186.29 vs 194.22 (-4.3%)
  2. closed above gamma max at 185.93 vs 185.70 (+0.1%)
  3. closed below gamma max at 174.94 vs 183.71 (-5.0%)
  4. closed above gamma max at 172.01 vs 167.94 (+2.4%)
  5. closed below gamma max at 158.43 vs 166.42 (-5.0%)
  6. closed above gamma max at 162.66 vs 151.28 (+7.0%)
  7. closed above delta neutral at 125.73 vs 117.16 (+6.8%)
  8. closed below delta neutral at 119.50 vs 122.51 (-2.5%)
  9. closed above delta neutral at 137.13 vs 133.58 (+2.6%)
  10. closed below delta neutral at 133.69 vs 133.84 (-0.1%)

In today's screens

Neighbours by open interest

Questions people ask about PLTR

Where is PLTR's gamma max today?

As of Sep 11, 2026, the gamma max for PLTR is 186.29, +11.4% from the 167.23 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 PLTR above or below its delta neutral price?

PLTR closed above delta neutral: 167.23 against a delta neutral price of 135.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PLTR have?

3,428,842 contracts of open interest across 1,811 listed contracts on Sep 11, 2026, -5.4% 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.