PPTA gamma max, delta neutral & open interest levels
As of close · rank #865 by open interest · snapshot page
PPTA closed 23.7% below its gamma max of 29.24. It is 18.4% above the delta neutral price of 19.28. Total open interest is 67,199, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PPTA
Where is PPTA's gamma max today?
As of Sep 11, 2026, the gamma max for PPTA is 29.24, +23.7% from the 23.63 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 PPTA above or below its delta neutral price?
PPTA closed above delta neutral: 23.63 against a delta neutral price of 19.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PPTA have?
67,199 contracts of open interest across 166 listed contracts on Sep 11, 2026, -0.3% 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.