Data through close

MREO options analysis & open interest

As of close · rank #1455 by open interest · snapshot page

JSON snapshot Advanced analysis

its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

The dated options analysis covers this chain. Core gamma max, delta neutral and historical levels are unavailable for this ticker.

Close
0.38
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
23,552
Contracts listed
–

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
93.8
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-80.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
406 contracts traded
Normalized net delta
0.663
option-holder convention
Modeled dealer delta
-0.653
opposite-side scenario
Vanna / 100k OI
-4,980
volatility-sensitive delta
Charm / 100k OI
-6,517
time-decay-sensitive delta
IV surface range
– pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about MREO

Where is MREO's gamma max today?

No gamma max could be computed for MREO on Oct 2, 2026. 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 MREO above or below its delta neutral price?

No delta neutral price was available for MREO on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MREO have?

23,552 contracts of open interest across – listed contracts on Oct 2, 2026. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.