MGY gamma max, delta neutral & open interest levels
As of close · rank #2115 by open interest · snapshot page
MGY closed 8.5% below its gamma max of 30.11. It is 10.9% above the delta neutral price of 24.72. Total open interest is 10,532, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MGY
Where is MGY's gamma max today?
As of Sep 11, 2026, the gamma max for MGY is 30.11, +8.5% from the 27.75 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 MGY above or below its delta neutral price?
MGY closed above delta neutral: 27.75 against a delta neutral price of 24.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MGY have?
10,532 contracts of open interest across 43 listed contracts on Sep 11, 2026, +0.9% 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.