PSNL gamma max, delta neutral & open interest levels
As of close · rank #1009 by open interest · snapshot page
PSNL closed 11.8% below its gamma max of 18.13. It is 47.1% above the delta neutral price of 8.57. Total open interest is 50,499, +0.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PSNL
Where is PSNL's gamma max today?
As of Sep 11, 2026, the gamma max for PSNL is 18.13, +11.8% from the 16.21 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 PSNL above or below its delta neutral price?
PSNL closed above delta neutral: 16.21 against a delta neutral price of 8.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PSNL have?
50,499 contracts of open interest across 71 listed contracts on Sep 11, 2026, +0.8% 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.