MERC gamma max, delta neutral & open interest levels
As of close · rank #1515 by open interest · snapshot page
MERC closed 1437.7% below its gamma max of 6.00. It is 264.7% below the delta neutral price of 1.42. Total open interest is 23,061, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MERC
Where is MERC's gamma max today?
As of Sep 11, 2026, the gamma max for MERC is 6.00, +1437.7% from the 0.39 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 MERC above or below its delta neutral price?
MERC closed below delta neutral: 0.39 against a delta neutral price of 1.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MERC have?
23,061 contracts of open interest across 35 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.