Data through close

MKC gamma max, delta neutral & open interest levels

As of close · rank #992 by open interest · snapshot page

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Close
51.32
prev 51.10
Gamma max
55.32
+7.8% from close
Delta neutral
50.39
-1.8% from close
Gamma neutral
49.36
-3.8% from close
Open interest
52,548
+0.2% vs prev
Contracts listed
134
86 calls · 59 puts

MKC closed 7.8% below its gamma max of 55.32. It is 1.8% above the delta neutral price of 50.39. Total open interest is 52,548, +0.2% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about MKC

Where is MKC's gamma max today?

As of Sep 11, 2026, the gamma max for MKC is 55.32, +7.8% from the 51.32 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 MKC above or below its delta neutral price?

MKC closed above delta neutral: 51.32 against a delta neutral price of 50.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MKC have?

52,548 contracts of open interest across 134 listed contracts on Sep 11, 2026, +0.2% 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.