MAIN gamma max, delta neutral & open interest levels
As of close · rank #1252 by open interest · snapshot page
MAIN closed 19.9% below its gamma max of 67.42. It is 7.9% below the delta neutral price of 60.65. Total open interest is 34,410, -0.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MAIN
Where is MAIN's gamma max today?
As of Sep 11, 2026, the gamma max for MAIN is 67.42, +19.9% from the 56.22 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 MAIN above or below its delta neutral price?
MAIN closed below delta neutral: 56.22 against a delta neutral price of 60.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MAIN have?
34,410 contracts of open interest across 53 listed contracts on Sep 11, 2026, -0.3% 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.