MOS gamma max, delta neutral & open interest levels
As of close · rank #253 by open interest · 1,379 sessions of history since Dec 1, 2020
MOS closed 6.6% below its gamma max of 26.86. It is 6.9% above the delta neutral price of 23.45. Total open interest is 428,121, -3.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 26 |
| Open interest percentile (1y) | 73th |
| Open interest change, 5 sessions | -5.3% |
| Open interest change, 21 sessions | -0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 23.35 vs 22.82 (+2.3%)
- closed below delta neutral at 21.78 vs 22.36 (-2.7%)
- closed above delta neutral at 22.74 vs 22.27 (+2.1%)
- closed below delta neutral at 21.80 vs 21.92 (-0.6%)
- closed above delta neutral at 22.33 vs 22.04 (+1.3%)
- closed below delta neutral at 21.19 vs 22.10 (-4.3%)
- closed above delta neutral at 22.32 vs 21.95 (+1.7%)
- closed below delta neutral at 21.99 vs 22.00 (-0.0%)
- closed above delta neutral at 22.43 vs 22.42 (+0.1%)
- closed below delta neutral at 21.63 vs 21.91 (-1.3%)
In today's screens
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Neighbours by open interest
Questions people ask about MOS
Where is MOS's gamma max today?
As of Sep 11, 2026, the gamma max for MOS is 26.86, +6.6% from the 25.19 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 MOS above or below its delta neutral price?
MOS closed above delta neutral: 25.19 against a delta neutral price of 23.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MOS have?
428,121 contracts of open interest across 433 listed contracts on Sep 11, 2026, -3.4% 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.