Data through close

MAGS gamma max, delta neutral & open interest levels

As of close · rank #466 by open interest · 846 sessions of history since Dec 1, 2020

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Close
69.99
prev 69.18
Gamma max
71.41
+2.0% from close
Delta neutral
64.64
-7.6% from close
Gamma neutral
64.81
-7.4% from close
Open interest
178,965
-0.6% vs prev
Contracts listed
540
312 calls · 279 puts

MAGS closed 2.0% below its gamma max of 71.41. It is 7.6% above the delta neutral price of 64.64. Total open interest is 178,965, -0.6% 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 max8%
Gamma max crosses20
Delta neutral crosses20
Open interest percentile (1y)93th
Open interest change, 5 sessions+0.8%
Open interest change, 21 sessions-11.9%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 68.26 vs 69.74 (-2.2%)
  2. closed above gamma max at 68.49 vs 68.02 (+0.7%)
  3. closed below gamma max at 68.42 vs 68.86 (-0.6%)
  4. closed above gamma max at 68.38 vs 67.95 (+0.6%)
  5. closed above delta neutral at 63.52 vs 60.80 (+4.3%)
  6. closed below delta neutral at 62.60 vs 62.76 (-0.3%)
  7. closed below gamma max at 66.42 vs 67.20 (-1.2%)
  8. closed above gamma max at 66.62 vs 65.17 (+2.2%)
  9. closed above delta neutral at 64.91 vs 63.20 (+2.6%)
  10. closed below delta neutral at 64.90 vs 65.30 (-0.6%)

In today's screens

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Neighbours by open interest

Questions people ask about MAGS

Where is MAGS's gamma max today?

As of Sep 11, 2026, the gamma max for MAGS is 71.41, +2.0% from the 69.99 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 MAGS above or below its delta neutral price?

MAGS closed above delta neutral: 69.99 against a delta neutral price of 64.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MAGS have?

178,965 contracts of open interest across 540 listed contracts on Sep 11, 2026, -0.6% 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.