PMT gamma max, delta neutral & open interest levels
As of close · rank #1451 by open interest · snapshot page
PMT closed 9.1% below its gamma max of 10.00. It is 11.4% below the delta neutral price of 10.21. Total open interest is 25,375, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PMT
Where is PMT's gamma max today?
As of Sep 11, 2026, the gamma max for PMT is 10.00, +9.1% from the 9.17 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 PMT above or below its delta neutral price?
PMT closed below delta neutral: 9.17 against a delta neutral price of 10.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PMT have?
25,375 contracts of open interest across 49 listed contracts on Sep 11, 2026, +0.5% 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.