MKSI gamma max, delta neutral & open interest levels
As of close · rank #1640 by open interest · snapshot page
MKSI closed 17.5% below its gamma max of 314.04. It is 2.8% above the delta neutral price of 259.81. Total open interest is 19,735, +1.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MKSI
Where is MKSI's gamma max today?
As of Sep 11, 2026, the gamma max for MKSI is 314.04, +17.5% from the 267.31 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 MKSI above or below its delta neutral price?
MKSI closed above delta neutral: 267.31 against a delta neutral price of 259.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MKSI have?
19,735 contracts of open interest across 480 listed contracts on Sep 11, 2026, +1.9% 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.