MGM gamma max, delta neutral & open interest levels
As of close · rank #365 by open interest · 1,379 sessions of history since Dec 1, 2020
MGM closed 18.8% below its gamma max of 47.41. It is 1.1% above the delta neutral price of 39.46. Total open interest is 243,622, +0.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | +22.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 44.51 vs 45.34 (-1.9%)
- closed above gamma max at 45.72 vs 45.30 (+0.9%)
- closed below gamma max at 45.83 vs 47.07 (-2.7%)
- closed above gamma max at 45.54 vs 44.80 (+1.6%)
- closed below gamma max at 45.67 vs 48.02 (-5.1%)
- closed above gamma max at 46.90 vs 42.50 (+9.4%)
- closed below gamma max at 46.67 vs 48.79 (-4.5%)
- closed above gamma max at 47.24 vs 42.05 (+11.0%)
- closed below gamma max at 46.60 vs 46.63 (-0.1%)
- closed above gamma max at 46.64 vs 46.45 (+0.4%)
In today's screens
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Neighbours by open interest
Questions people ask about MGM
Where is MGM's gamma max today?
As of Sep 11, 2026, the gamma max for MGM is 47.41, +18.8% from the 39.89 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 MGM above or below its delta neutral price?
MGM closed above delta neutral: 39.89 against a delta neutral price of 39.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MGM have?
243,622 contracts of open interest across 368 listed contracts on Sep 11, 2026, +0.4% 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.