MA gamma max, delta neutral & open interest levels
As of close · rank #533 by open interest · 1,379 sessions of history since Dec 1, 2020
MA closed 5.7% below its gamma max of 601.65. It is 4.9% above the delta neutral price of 541.43. Total open interest is 144,595, -3.4% 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 | 0 |
| Delta neutral crosses | 24 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | -1.8% |
| Open interest change, 21 sessions | -3.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 509.64 vs 498.70 (+2.1%)
- closed below delta neutral at 504.26 vs 517.66 (-2.7%)
- closed above delta neutral at 525.49 vs 518.88 (+1.3%)
- closed below delta neutral at 535.33 vs 544.54 (-1.7%)
- closed above delta neutral at 555.37 vs 543.65 (+2.1%)
- closed below delta neutral at 538.79 vs 542.55 (-0.7%)
- closed above delta neutral at 543.73 vs 542.56 (+0.2%)
- closed below delta neutral at 544.99 vs 558.21 (-2.4%)
- closed above delta neutral at 563.37 vs 547.47 (+2.8%)
- closed below delta neutral at 542.31 vs 547.25 (-0.9%)
In today's screens
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Neighbours by open interest
Questions people ask about MA
Where is MA's gamma max today?
As of Sep 11, 2026, the gamma max for MA is 601.65, +5.7% from the 569.19 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 MA above or below its delta neutral price?
MA closed above delta neutral: 569.19 against a delta neutral price of 541.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MA have?
144,595 contracts of open interest across 1,418 listed contracts on Sep 11, 2026, -3.4% 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.