PROP gamma max, delta neutral & open interest levels
As of close · rank #741 by open interest · snapshot page
PROP closed 30.8% above its gamma max of 0.31. It is 93.7% above the delta neutral price of 0.03. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 84,673, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PROP
Where is PROP's gamma max today?
As of Sep 11, 2026, the gamma max for PROP is 0.31, -30.8% from the 0.45 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 PROP above or below its delta neutral price?
PROP closed above delta neutral: 0.45 against a delta neutral price of 0.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PROP have?
84,673 contracts of open interest across 61 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.