PS gamma max, delta neutral & open interest levels
As of close · rank #1927 by open interest · snapshot page
PS closed 13.3% below its gamma max of 42.69. It is 2.1% above the delta neutral price of 36.89. Total open interest is 13,500, +2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PS
Where is PS's gamma max today?
As of Sep 11, 2026, the gamma max for PS is 42.69, +13.3% from the 37.67 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 PS above or below its delta neutral price?
PS closed above delta neutral: 37.67 against a delta neutral price of 36.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PS have?
13,500 contracts of open interest across 83 listed contracts on Sep 11, 2026, +2.1% 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.