PRCH gamma max, delta neutral & open interest levels
As of close · rank #1218 by open interest · snapshot page
PRCH closed 7.9% below its gamma max of 17.75. It is 20.3% above the delta neutral price of 13.10. Total open interest is 36,711, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PRCH
Where is PRCH's gamma max today?
As of Sep 11, 2026, the gamma max for PRCH is 17.75, +7.9% from the 16.45 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 PRCH above or below its delta neutral price?
PRCH closed above delta neutral: 16.45 against a delta neutral price of 13.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PRCH have?
36,711 contracts of open interest across 90 listed contracts on Sep 11, 2026, +0.8% 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.