PRU gamma max, delta neutral & open interest levels
As of close · rank #757 by open interest · snapshot page
PRU closed 4.2% below its gamma max of 124.29. It is 5.4% above the delta neutral price of 112.84. Total open interest is 81,573, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PRU
Where is PRU's gamma max today?
As of Sep 11, 2026, the gamma max for PRU is 124.29, +4.2% from the 119.24 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 PRU above or below its delta neutral price?
PRU closed above delta neutral: 119.24 against a delta neutral price of 112.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PRU have?
81,573 contracts of open interest across 311 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.