PNC gamma max, delta neutral & open interest levels
As of close · rank #1086 by open interest · snapshot page
PNC closed 7.0% below its gamma max of 261.45. It is 2.4% above the delta neutral price of 238.47. Total open interest is 44,467, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PNC
Where is PNC's gamma max today?
As of Sep 11, 2026, the gamma max for PNC is 261.45, +7.0% from the 244.24 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 PNC above or below its delta neutral price?
PNC closed above delta neutral: 244.24 against a delta neutral price of 238.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PNC have?
44,467 contracts of open interest across 461 listed contracts on Sep 11, 2026, +1.3% 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.