PR gamma max, delta neutral & open interest levels
As of close · rank #631 by open interest · 934 sessions of history since Sep 2, 2022
PR closed 2.7% below its gamma max of 24.41. It is 20.3% above the delta neutral price of 18.96. Total open interest is 108,304, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 19% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 82th |
| Open interest change, 5 sessions | -0.6% |
| Open interest change, 21 sessions | +57.0% |
| History available | Sep 2, 2022 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 23.69 vs 23.88 (-0.8%)
- closed above gamma max at 23.75 vs 23.60 (+0.7%)
- closed below gamma max at 20.56 vs 21.55 (-4.8%)
- closed above gamma max at 21.18 vs 20.71 (+2.2%)
- closed below gamma max at 20.60 vs 20.66 (-0.3%)
- closed above gamma max at 20.07 vs 16.87 (+16.0%)
- closed below gamma max at 19.23 vs 19.65 (-2.2%)
- closed above gamma max at 15.30 vs 14.88 (+2.8%)
- closed below gamma max at 15.01 vs 15.12 (-0.8%)
- closed above gamma max at 14.79 vs 14.73 (+0.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PR
Where is PR's gamma max today?
As of Sep 11, 2026, the gamma max for PR is 24.41, +2.7% from the 23.78 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 PR above or below its delta neutral price?
PR closed above delta neutral: 23.78 against a delta neutral price of 18.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PR have?
108,304 contracts of open interest across 140 listed contracts on Sep 11, 2026, +0.0% 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.