MOD gamma max, delta neutral & open interest levels
As of close · rank #1328 by open interest · snapshot page
MOD closed 7.6% below its gamma max of 203.77. It is 6.4% above the delta neutral price of 177.16. Total open interest is 30,703, +1.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MOD
Where is MOD's gamma max today?
As of Sep 11, 2026, the gamma max for MOD is 203.77, +7.6% from the 189.30 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 MOD above or below its delta neutral price?
MOD closed above delta neutral: 189.30 against a delta neutral price of 177.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MOD have?
30,703 contracts of open interest across 533 listed contracts on Sep 11, 2026, +1.8% 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.