MAS gamma max, delta neutral & open interest levels
As of close · rank #2010 by open interest · snapshot page
MAS closed 19.1% below its gamma max of 81.60. It is 5.1% below the delta neutral price of 72.04. Total open interest is 12,088, +17.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MAS
Where is MAS's gamma max today?
As of Sep 11, 2026, the gamma max for MAS is 81.60, +19.1% from the 68.52 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 MAS above or below its delta neutral price?
MAS closed below delta neutral: 68.52 against a delta neutral price of 72.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MAS have?
12,088 contracts of open interest across 69 listed contracts on Sep 11, 2026, +17.8% 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.