MCHI gamma max, delta neutral & open interest levels
As of close · rank #1819 by open interest · snapshot page
MCHI closed 5.1% below its gamma max of 55.66. It is 0.3% above the delta neutral price of 52.81. Total open interest is 15,562, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MCHI
Where is MCHI's gamma max today?
As of Sep 11, 2026, the gamma max for MCHI is 55.66, +5.1% from the 52.96 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 MCHI above or below its delta neutral price?
MCHI closed above delta neutral: 52.96 against a delta neutral price of 52.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MCHI have?
15,562 contracts of open interest across 160 listed contracts on Sep 11, 2026, +0.1% 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.