PPL gamma max, delta neutral & open interest levels
As of close · rank #1139 by open interest · snapshot page
PPL closed 8.4% below its gamma max of 36.95. It is 0.4% below the delta neutral price of 34.22. Total open interest is 40,971, +0.6% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about PPL
Where is PPL's gamma max today?
As of Sep 11, 2026, the gamma max for PPL is 36.95, +8.4% from the 34.08 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 PPL above or below its delta neutral price?
PPL closed below delta neutral: 34.08 against a delta neutral price of 34.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PPL have?
40,971 contracts of open interest across 113 listed contracts on Sep 11, 2026, +0.6% 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.