MCO gamma max, delta neutral & open interest levels
As of close · rank #1977 by open interest · snapshot page
MCO closed 5.6% below its gamma max of 501.70. It is 1.0% below the delta neutral price of 479.84. Total open interest is 12,675, +4.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MCO
Where is MCO's gamma max today?
As of Sep 11, 2026, the gamma max for MCO is 501.70, +5.6% from the 474.95 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 MCO above or below its delta neutral price?
MCO closed below delta neutral: 474.95 against a delta neutral price of 479.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MCO have?
12,675 contracts of open interest across 237 listed contracts on Sep 11, 2026, +4.5% 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.