Data through close

MP gamma max, delta neutral & open interest levels

As of close · rank #242 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
50.51
prev 51.32
Gamma max
65.46
+29.6% from close
Delta neutral
49.20
-2.6% from close
Gamma neutral
52.02
+3.0% from close
Open interest
453,425
-1.7% vs prev
Contracts listed
600
320 calls · 283 puts

MP closed 29.6% below its gamma max of 65.46. It is 2.6% above the delta neutral price of 49.20. Total open interest is 453,425, -1.7% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max1%
Gamma max crosses2
Delta neutral crosses10
Open interest percentile (1y)58th
Open interest change, 5 sessions-0.9%
Open interest change, 21 sessions-2.4%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed above delta neutral at 47.47 vs 45.59 (+4.0%)
  2. closed below delta neutral at 49.46 vs 50.15 (-1.4%)
  3. closed above delta neutral at 50.79 vs 50.40 (+0.8%)
  4. closed below delta neutral at 49.50 vs 50.46 (-1.9%)
  5. closed above delta neutral at 53.00 vs 52.34 (+1.2%)
  6. closed below delta neutral at 50.49 vs 50.94 (-0.9%)
  7. closed above delta neutral at 49.73 vs 49.20 (+1.1%)
  8. closed below delta neutral at 45.59 vs 49.93 (-9.5%)
  9. closed above delta neutral at 58.60 vs 51.63 (+11.9%)
  10. closed below delta neutral at 51.95 vs 52.40 (-0.9%)

In today's screens

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Neighbours by open interest

Questions people ask about MP

Where is MP's gamma max today?

As of Sep 11, 2026, the gamma max for MP is 65.46, +29.6% from the 50.51 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 MP above or below its delta neutral price?

MP closed above delta neutral: 50.51 against a delta neutral price of 49.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MP have?

453,425 contracts of open interest across 600 listed contracts on Sep 11, 2026, -1.7% 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.