MPT gamma max, delta neutral & open interest levels
As of close · rank #169 by open interest · 153 sessions of history since Feb 3, 2026
MPT closed 46.8% below its gamma max of 5.34. It is 19.7% below the delta neutral price of 4.36. Total open interest is 659,264, -1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 153 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 94th |
| Open interest change, 5 sessions | +3.5% |
| Open interest change, 21 sessions | +23.4% |
| History available | Feb 3, 2026 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 4.15 vs 4.60 (-10.8%)
- closed above delta neutral at 4.60 vs 4.59 (+0.1%)
- closed below delta neutral at 4.65 vs 4.73 (-1.8%)
- closed above delta neutral at 4.59 vs 4.56 (+0.6%)
- closed below delta neutral at 4.63 vs 4.68 (-1.2%)
- closed above delta neutral at 4.75 vs 4.72 (+0.6%)
- closed below delta neutral at 4.61 vs 4.82 (-4.5%)
- closed above delta neutral at 4.49 vs 4.36 (+2.9%)
- closed below delta neutral at 4.51 vs 4.73 (-4.8%)
- closed above delta neutral at 4.60 vs 4.52 (+1.8%)
In today's screens
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Neighbours by open interest
Questions people ask about MPT
Where is MPT's gamma max today?
As of Sep 11, 2026, the gamma max for MPT is 5.34, +46.8% from the 3.64 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 MPT above or below its delta neutral price?
MPT closed below delta neutral: 3.64 against a delta neutral price of 4.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MPT have?
659,264 contracts of open interest across 258 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.