Data through close

PPLT gamma max, delta neutral & open interest levels

As of close · rank #305 by open interest · 412 sessions of history since Jan 22, 2025

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Close
16.26
prev 16.13
Gamma max
18.15
+11.6% from close
Delta neutral
15.11
-7.1% from close
Gamma neutral
11.05
-32.1% from close
Open interest
319,084
+0.2% vs prev
Contracts listed
446
270 calls · 194 puts

PPLT closed 11.6% below its gamma max of 18.15. It is 7.1% above the delta neutral price of 15.11. Total open interest is 319,084, +0.2% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max22%
Gamma max crosses34
Delta neutral crosses0
Open interest percentile (1y)92th
Open interest change, 5 sessions+1.6%
Open interest change, 21 sessions+2.8%
History availableJan 22, 2025 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 16.46 vs 17.07 (-3.7%)
  2. closed above gamma max at 16.07 vs 15.72 (+2.2%)
  3. closed below gamma max at 15.54 vs 15.73 (-1.2%)
  4. closed above gamma max at 15.85 vs 15.82 (+0.2%)
  5. closed below gamma max at 15.37 vs 16.57 (-7.8%)
  6. closed above gamma max at 16.06 vs 15.55 (+3.1%)
  7. closed below gamma max at 15.63 vs 15.85 (-1.4%)
  8. closed above gamma max at 15.92 vs 15.49 (+2.7%)
  9. closed below gamma max at 189.31 vs 193.13 (-2.0%)
  10. closed above gamma max at 192.47 vs 189.77 (+1.4%)

In today's screens

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Neighbours by open interest

Questions people ask about PPLT

Where is PPLT's gamma max today?

As of Sep 11, 2026, the gamma max for PPLT is 18.15, +11.6% from the 16.26 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 PPLT above or below its delta neutral price?

PPLT closed above delta neutral: 16.26 against a delta neutral price of 15.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PPLT have?

319,084 contracts of open interest across 446 listed contracts on Sep 11, 2026, +0.2% 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.