PYPL gamma max, delta neutral & open interest levels
As of close · rank #60 by open interest · 1,379 sessions of history since Dec 1, 2020
PYPL closed 15.0% below its gamma max of 61.78. It is 7.8% above the delta neutral price of 49.55. Total open interest is 1,828,370, -3.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 38 |
| Open interest percentile (1y) | 35th |
| Open interest change, 5 sessions | -1.0% |
| Open interest change, 21 sessions | +1.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 42.49 vs 41.85 (+1.5%)
- closed below delta neutral at 41.70 vs 41.75 (-0.1%)
- closed above delta neutral at 41.51 vs 41.21 (+0.7%)
- closed below delta neutral at 44.56 vs 44.59 (-0.1%)
- closed above delta neutral at 44.75 vs 44.74 (+0.0%)
- closed below delta neutral at 44.38 vs 44.74 (-0.8%)
- closed above delta neutral at 44.41 vs 44.37 (+0.1%)
- closed below delta neutral at 46.48 vs 46.64 (-0.3%)
- closed above delta neutral at 47.51 vs 45.55 (+4.1%)
- closed below delta neutral at 45.25 vs 45.68 (-1.0%)
In today's screens
Questions people ask about PYPL
Where is PYPL's gamma max today?
As of Sep 11, 2026, the gamma max for PYPL is 61.78, +15.0% from the 53.72 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 PYPL above or below its delta neutral price?
PYPL closed above delta neutral: 53.72 against a delta neutral price of 49.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PYPL have?
1,828,370 contracts of open interest across 798 listed contracts on Sep 11, 2026, -3.9% 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.