MGA gamma max, delta neutral & open interest levels
As of close · rank #2071 by open interest · snapshot page
MGA closed 4.7% below its gamma max of 69.21. It is 15.2% above the delta neutral price of 56.07. Total open interest is 11,114, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MGA
Where is MGA's gamma max today?
As of Sep 11, 2026, the gamma max for MGA is 69.21, +4.7% from the 66.13 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 MGA above or below its delta neutral price?
MGA closed above delta neutral: 66.13 against a delta neutral price of 56.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MGA have?
11,114 contracts of open interest across 205 listed contracts on Sep 11, 2026, +0.0% 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.