MMM gamma max, delta neutral & open interest levels
As of close · rank #620 by open interest · 1,379 sessions of history since Dec 1, 2020
MMM closed 12.9% below its gamma max of 186.27. It is 1.5% above the delta neutral price of 162.54. Total open interest is 111,434, -1.6% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 10 |
| Open interest percentile (1y) | 31th |
| Open interest change, 5 sessions | +3.6% |
| Open interest change, 21 sessions | -14.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 164.97 vs 162.54 (+1.5%)
- closed below delta neutral at 162.86 vs 163.00 (-0.1%)
- closed below gamma max at 180.23 vs 181.68 (-0.8%)
- closed above gamma max at 182.65 vs 182.09 (+0.3%)
- closed below gamma max at 183.79 vs 185.81 (-1.1%)
- closed above gamma max at 183.13 vs 181.89 (+0.7%)
- closed below gamma max at 182.04 vs 183.11 (-0.6%)
- closed above gamma max at 182.89 vs 182.52 (+0.2%)
- closed above delta neutral at 152.53 vs 148.04 (+2.9%)
- closed below delta neutral at 145.12 vs 146.06 (-0.7%)
In today's screens
Neighbours by open interest
Questions people ask about MMM
Where is MMM's gamma max today?
As of Sep 11, 2026, the gamma max for MMM is 186.27, +12.9% from the 164.97 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 MMM above or below its delta neutral price?
MMM closed above delta neutral: 164.97 against a delta neutral price of 162.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MMM have?
111,434 contracts of open interest across 476 listed contracts on Sep 11, 2026, -1.6% 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.