Data through close

PTEN gamma max, delta neutral & open interest levels

As of close · rank #413 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
12.85
prev 12.90
Gamma max
12.34
-4.0% from close
Delta neutral
8.99
-30.0% from close
Gamma neutral
5.58
-56.6% from close
Open interest
210,582
+8.5% vs prev
Contracts listed
117
68 calls · 51 puts

PTEN closed 4.0% above its gamma max of 12.34. It is 30.0% above the delta neutral price of 8.99. Total open interest is 210,582, +8.5% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max37%
Gamma max crosses21
Delta neutral crosses5
Open interest percentile (1y)100th
Open interest change, 5 sessions+11.4%
Open interest change, 21 sessions+28.9%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above gamma max at 11.75 vs 11.64 (+1.0%)
  2. closed below gamma max at 11.52 vs 11.53 (-0.1%)
  3. closed above gamma max at 11.37 vs 11.18 (+1.7%)
  4. closed below gamma max at 10.66 vs 10.84 (-1.6%)
  5. closed above gamma max at 10.56 vs 9.98 (+5.5%)
  6. closed below gamma max at 9.42 vs 9.82 (-4.3%)
  7. closed above gamma max at 10.41 vs 10.03 (+3.6%)
  8. closed below gamma max at 10.14 vs 10.21 (-0.7%)
  9. closed above gamma max at 10.91 vs 9.73 (+10.8%)
  10. closed below gamma max at 10.72 vs 10.80 (-0.8%)

In today's screens

Neighbours by open interest

Questions people ask about PTEN

Where is PTEN's gamma max today?

As of Sep 11, 2026, the gamma max for PTEN is 12.34, -4.0% from the 12.85 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 PTEN above or below its delta neutral price?

PTEN closed above delta neutral: 12.85 against a delta neutral price of 8.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PTEN have?

210,582 contracts of open interest across 117 listed contracts on Sep 11, 2026, +8.5% 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.