PNR gamma max, delta neutral & open interest levels
As of close · rank #1882 by open interest · snapshot page
PNR closed 15.7% below its gamma max of 65.45. It is 7.0% below the delta neutral price of 60.56. Total open interest is 14,424, +3.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PNR
Where is PNR's gamma max today?
As of Sep 11, 2026, the gamma max for PNR is 65.45, +15.7% from the 56.58 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 PNR above or below its delta neutral price?
PNR closed below delta neutral: 56.58 against a delta neutral price of 60.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PNR have?
14,424 contracts of open interest across 205 listed contracts on Sep 11, 2026, +3.4% 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.