PSEC gamma max, delta neutral & open interest levels
As of close · rank #645 by open interest · 1,379 sessions of history since Dec 1, 2020
PSEC closed 25.9% below its gamma max of 2.80. It is 11.9% below the delta neutral price of 2.48. Total open interest is 104,347, +0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 54th |
| Open interest change, 5 sessions | -2.4% |
| Open interest change, 21 sessions | -4.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 2.22 vs 2.48 (-11.9%)
- closed below gamma max at 2.18 vs 2.83 (-29.7%)
- closed above gamma max at 2.18 vs 0.50 (+77.1%)
- closed above delta neutral at 2.23 vs 1.79 (+19.9%)
- closed below delta neutral at 2.28 vs 2.32 (-1.6%)
- closed above delta neutral at 2.25 vs 1.88 (+16.6%)
- closed below delta neutral at 2.28 vs 2.53 (-10.8%)
- closed above delta neutral at 2.20 vs 1.35 (+39.0%)
- closed below delta neutral at 2.13 vs 2.26 (-6.1%)
- closed above delta neutral at 2.25 vs 1.30 (+42.2%)
In today's screens
Neighbours by open interest
Questions people ask about PSEC
Where is PSEC's gamma max today?
As of Sep 11, 2026, the gamma max for PSEC is 2.80, +25.9% from the 2.22 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 PSEC above or below its delta neutral price?
PSEC closed below delta neutral: 2.22 against a delta neutral price of 2.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PSEC have?
104,347 contracts of open interest across 60 listed contracts on Sep 11, 2026, +0.2% 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.