MCY gamma max, delta neutral & open interest levels
As of close · rank #1854 by open interest · snapshot page
MCY closed 12.0% below its gamma max of 114.59. It is 12.3% above the delta neutral price of 89.78. Total open interest is 14,939, +2.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MCY
Where is MCY's gamma max today?
As of Sep 11, 2026, the gamma max for MCY is 114.59, +12.0% from the 102.34 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 MCY above or below its delta neutral price?
MCY closed above delta neutral: 102.34 against a delta neutral price of 89.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MCY have?
14,939 contracts of open interest across 72 listed contracts on Sep 11, 2026, +2.7% 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.