MPC gamma max, delta neutral & open interest levels
As of close · rank #670 by open interest · snapshot page
MPC closed 5.8% below its gamma max of 418.82. It is 22.5% above the delta neutral price of 306.87. Total open interest is 98,626, +4.7% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about MPC
Where is MPC's gamma max today?
As of Sep 11, 2026, the gamma max for MPC is 418.82, +5.8% from the 395.93 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 MPC above or below its delta neutral price?
MPC closed above delta neutral: 395.93 against a delta neutral price of 306.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MPC have?
98,626 contracts of open interest across 692 listed contracts on Sep 11, 2026, +4.7% 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.