PRGO gamma max, delta neutral & open interest levels
As of close · rank #1645 by open interest · snapshot page
PRGO closed 9.4% below its gamma max of 14.94. It is 10.2% above the delta neutral price of 12.26. Total open interest is 19,675, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PRGO
Where is PRGO's gamma max today?
As of Sep 11, 2026, the gamma max for PRGO is 14.94, +9.4% from the 13.66 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 PRGO above or below its delta neutral price?
PRGO closed above delta neutral: 13.66 against a delta neutral price of 12.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PRGO have?
19,675 contracts of open interest across 64 listed contracts on Sep 11, 2026, +0.1% 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.