PZZA gamma max, delta neutral & open interest levels
As of close · rank #674 by open interest · snapshot page
PZZA closed 57.5% below its gamma max of 32.37. It is 17.8% below the delta neutral price of 24.21. Total open interest is 98,533, +0.2% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about PZZA
Where is PZZA's gamma max today?
As of Sep 11, 2026, the gamma max for PZZA is 32.37, +57.5% from the 20.56 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 PZZA above or below its delta neutral price?
PZZA closed below delta neutral: 20.56 against a delta neutral price of 24.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does PZZA have?
98,533 contracts of open interest across 232 listed contracts on Sep 11, 2026, +0.2% 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.