Data through close

MDT gamma max, delta neutral & open interest levels

As of close · rank #326 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
90.96
prev 91.62
Gamma max
96.08
+5.6% from close
Delta neutral
87.52
-3.8% from close
Gamma neutral
83.65
-8.0% from close
Open interest
289,514
-8.9% vs prev
Contracts listed
511
319 calls · 264 puts

MDT closed 5.6% below its gamma max of 96.08. It is 3.8% above the delta neutral price of 87.52. Total open interest is 289,514, -8.9% 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 max5%
Gamma max crosses18
Delta neutral crosses8
Open interest percentile (1y)98th
Open interest change, 5 sessions-6.6%
Open interest change, 21 sessions+17.1%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 91.27 vs 91.42 (-0.2%)
  2. closed above gamma max at 89.41 vs 88.97 (+0.5%)
  3. closed above delta neutral at 79.20 vs 78.45 (+0.9%)
  4. closed below delta neutral at 78.23 vs 78.27 (-0.0%)
  5. closed below gamma max at 80.98 vs 83.05 (-2.6%)
  6. closed above gamma max at 80.52 vs 80.46 (+0.1%)
  7. closed below gamma max at 81.67 vs 82.07 (-0.5%)
  8. closed above gamma max at 81.93 vs 81.55 (+0.5%)
  9. closed above delta neutral at 77.95 vs 76.71 (+1.6%)
  10. closed below delta neutral at 77.60 vs 78.06 (-0.6%)

In today's screens

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Questions people ask about MDT

Where is MDT's gamma max today?

As of Sep 11, 2026, the gamma max for MDT is 96.08, +5.6% from the 90.96 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 MDT above or below its delta neutral price?

MDT closed above delta neutral: 90.96 against a delta neutral price of 87.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MDT have?

289,514 contracts of open interest across 511 listed contracts on Sep 11, 2026, -8.9% 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.