PSX gamma max, delta neutral & open interest levels
As of close · rank #731 by open interest · snapshot page
PSX closed 3.5% below its gamma max of 268.52. It is 18.1% above the delta neutral price of 212.59. Total open interest is 87,070, -1.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about PSX
Where is PSX's gamma max today?
As of Sep 11, 2026, the gamma max for PSX is 268.52, +3.5% from the 259.47 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 PSX above or below its delta neutral price?
PSX closed above delta neutral: 259.47 against a delta neutral price of 212.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PSX have?
87,070 contracts of open interest across 767 listed contracts on Sep 11, 2026, -1.5% 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.