PPG gamma max, delta neutral & open interest levels
As of close · rank #1628 by open interest · snapshot page
PPG closed 9.5% below its gamma max of 115.55. It is 2.3% above the delta neutral price of 103.09. Total open interest is 19,958, -2.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PPG
Where is PPG's gamma max today?
As of Sep 11, 2026, the gamma max for PPG is 115.55, +9.5% from the 105.50 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 PPG above or below its delta neutral price?
PPG closed above delta neutral: 105.50 against a delta neutral price of 103.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PPG have?
19,958 contracts of open interest across 382 listed contracts on Sep 11, 2026, -2.0% 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.