Data through close

MCHP gamma max, delta neutral & open interest levels

As of close · rank #183 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
74.20
prev 71.58
Gamma max
74.91
+1.0% from close
Delta neutral
65.62
-11.6% from close
Gamma neutral
52.58
-29.1% from close
Open interest
604,720
-2.8% vs prev
Contracts listed
687
370 calls · 336 puts

MCHP closed 1.0% below its gamma max of 74.91. It is 11.6% above the delta neutral price of 65.62. Total open interest is 604,720, -2.8% 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 max27%
Gamma max crosses50
Delta neutral crosses4
Open interest percentile (1y)97th
Open interest change, 5 sessions-1.4%
Open interest change, 21 sessions+12.2%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 81.39 vs 84.32 (-3.6%)
  2. closed above gamma max at 84.69 vs 81.50 (+3.8%)
  3. closed below gamma max at 77.79 vs 79.21 (-1.8%)
  4. closed above gamma max at 80.67 vs 76.98 (+4.6%)
  5. closed below gamma max at 81.35 vs 84.16 (-3.5%)
  6. closed above gamma max at 83.38 vs 83.18 (+0.2%)
  7. closed below gamma max at 80.51 vs 81.46 (-1.2%)
  8. closed above gamma max at 80.96 vs 78.43 (+3.1%)
  9. closed below gamma max at 84.23 vs 90.02 (-6.9%)
  10. closed above gamma max at 88.59 vs 87.02 (+1.8%)

In today's screens

Neighbours by open interest

Questions people ask about MCHP

Where is MCHP's gamma max today?

As of Sep 11, 2026, the gamma max for MCHP is 74.91, +1.0% from the 74.20 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 MCHP above or below its delta neutral price?

MCHP closed above delta neutral: 74.20 against a delta neutral price of 65.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MCHP have?

604,720 contracts of open interest across 687 listed contracts on Sep 11, 2026, -2.8% 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.