MRK gamma max, delta neutral & open interest levels
As of close · rank #188 by open interest · 1,378 sessions of history since Dec 1, 2020
MRK closed 12.6% below its gamma max of 162.09. It is 11.6% above the delta neutral price of 127.17. Total open interest is 584,276, -1.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 58th |
| Open interest change, 5 sessions | -0.8% |
| Open interest change, 21 sessions | +25.9% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 150.69 vs 156.46 (-3.8%)
- closed above gamma max at 152.55 vs 145.88 (+4.4%)
- closed below gamma max at 149.25 vs 152.69 (-2.3%)
- closed above gamma max at 152.21 vs 140.93 (+7.4%)
- closed below gamma max at 128.50 vs 129.83 (-1.0%)
- closed above gamma max at 129.38 vs 128.30 (+0.8%)
- closed below gamma max at 122.26 vs 126.62 (-3.6%)
- closed above gamma max at 121.41 vs 119.89 (+1.3%)
- closed below gamma max at 119.24 vs 119.96 (-0.6%)
- closed above gamma max at 119.26 vs 118.95 (+0.3%)
In today's screens
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Neighbours by open interest
Questions people ask about MRK
Where is MRK's gamma max today?
As of Sep 11, 2026, the gamma max for MRK is 162.09, +12.6% from the 143.93 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 MRK above or below its delta neutral price?
MRK closed above delta neutral: 143.93 against a delta neutral price of 127.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRK have?
584,276 contracts of open interest across 796 listed contracts on Sep 11, 2026, -1.1% 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.