MCD gamma max, delta neutral & open interest levels
As of close · rank #300 by open interest · 1,379 sessions of history since Dec 1, 2020
MCD closed 14.4% below its gamma max of 289.02. It is 4.2% below the delta neutral price of 263.13. Total open interest is 329,612, -3.1% 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 | 27 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +3.9% |
| Open interest change, 21 sessions | +12.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 265.53 vs 271.78 (-2.4%)
- closed above delta neutral at 272.83 vs 272.41 (+0.2%)
- closed below delta neutral at 272.25 vs 272.47 (-0.1%)
- closed above delta neutral at 274.00 vs 272.25 (+0.6%)
- closed below delta neutral at 271.52 vs 272.56 (-0.4%)
- closed above delta neutral at 273.02 vs 272.80 (+0.1%)
- closed below delta neutral at 276.49 vs 277.51 (-0.4%)
- closed above delta neutral at 280.63 vs 278.52 (+0.8%)
- closed below delta neutral at 284.41 vs 285.80 (-0.5%)
- closed above delta neutral at 283.33 vs 282.67 (+0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about MCD
Where is MCD's gamma max today?
As of Sep 11, 2026, the gamma max for MCD is 289.02, +14.4% from the 252.53 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 MCD above or below its delta neutral price?
MCD closed below delta neutral: 252.53 against a delta neutral price of 263.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MCD have?
329,612 contracts of open interest across 871 listed contracts on Sep 11, 2026, -3.1% 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.