MRCY gamma max, delta neutral & open interest levels
As of close · rank #1603 by open interest · snapshot page
MRCY closed 51.1% below its gamma max of 121.80. It is 6.4% below the delta neutral price of 85.79. Total open interest is 20,741, -1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MRCY
Where is MRCY's gamma max today?
As of Sep 11, 2026, the gamma max for MRCY is 121.80, +51.1% from the 80.61 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 MRCY above or below its delta neutral price?
MRCY closed below delta neutral: 80.61 against a delta neutral price of 85.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRCY have?
20,741 contracts of open interest across 363 listed contracts on Sep 11, 2026, -1.2% 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.