MRLN gamma max, delta neutral & open interest levels
As of close · rank #608 by open interest · 394 sessions of history since Dec 1, 2020
MRLN closed 35.1% below its gamma max of 4.02. It is 1.8% above the delta neutral price of 2.93. Total open interest is 114,521, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 25% |
| Gamma max crosses | 35 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +3.1% |
| Open interest change, 21 sessions | +5.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 2.81 vs 3.10 (-10.2%)
- closed above gamma max at 3.28 vs 3.17 (+3.3%)
- closed below gamma max at 3.52 vs 4.63 (-31.6%)
- closed above gamma max at 3.35 vs 2.44 (+27.0%)
- closed below gamma max at 3.43 vs 3.43 (-0.1%)
- closed above gamma max at 3.28 vs 2.16 (+34.3%)
- closed below gamma max at 4.15 vs 4.30 (-3.6%)
- closed above gamma max at 4.24 vs 4.04 (+4.6%)
- closed below gamma max at 3.89 vs 4.22 (-8.4%)
- closed above gamma max at 3.31 vs 2.65 (+20.0%)
In today's screens
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Neighbours by open interest
Questions people ask about MRLN
Where is MRLN's gamma max today?
As of Sep 11, 2026, the gamma max for MRLN is 4.02, +35.1% from the 2.98 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 MRLN above or below its delta neutral price?
MRLN closed above delta neutral: 2.98 against a delta neutral price of 2.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRLN have?
114,521 contracts of open interest across 73 listed contracts on Sep 11, 2026, +0.1% 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.