PURR gamma max, delta neutral & open interest levels
As of close · rank #217 by open interest · 118 sessions of history since Mar 25, 2026
PURR closed 0.7% above its gamma max of 11.53. It is 32.3% above the delta neutral price of 7.86. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 499,510, -3.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 118 sessions
| Sessions closed above gamma max | 36% |
| Gamma max crosses | 18 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 97th |
| Open interest change, 5 sessions | -2.8% |
| Open interest change, 21 sessions | +31.3% |
| History available | Mar 25, 2026 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 11.61 vs 11.53 (+0.7%)
- closed below gamma max at 12.03 vs 12.34 (-2.6%)
- closed above gamma max at 12.77 vs 12.37 (+3.1%)
- closed below gamma max at 11.32 vs 11.69 (-3.3%)
- closed above gamma max at 12.83 vs 12.75 (+0.6%)
- closed below gamma max at 11.56 vs 11.64 (-0.7%)
- closed above gamma max at 9.39 vs 8.71 (+7.2%)
- closed below gamma max at 9.81 vs 9.99 (-1.8%)
- closed above gamma max at 10.04 vs 9.70 (+3.3%)
- closed below gamma max at 8.53 vs 8.55 (-0.2%)
In today's screens
Neighbours by open interest
Questions people ask about PURR
Where is PURR's gamma max today?
As of Sep 11, 2026, the gamma max for PURR is 11.53, -0.7% from the 11.61 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 PURR above or below its delta neutral price?
PURR closed above delta neutral: 11.61 against a delta neutral price of 7.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PURR have?
499,510 contracts of open interest across 396 listed contracts on Sep 11, 2026, -3.8% 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.