MRNA gamma max, delta neutral & open interest levels
As of close · rank #122 by open interest · 1,379 sessions of history since Dec 1, 2020
MRNA closed 13.5% below its gamma max of 163.40. It is 36.5% above the delta neutral price of 91.47. Total open interest is 876,533, -6.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 17% |
| Gamma max crosses | 42 |
| Delta neutral crosses | 17 |
| Open interest percentile (1y) | 47th |
| Open interest change, 5 sessions | -8.8% |
| Open interest change, 21 sessions | +42.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 133.26 vs 165.14 (-23.9%)
- closed above gamma max at 174.38 vs 82.44 (+52.7%)
- closed below gamma max at 63.32 vs 68.86 (-8.8%)
- closed above gamma max at 63.67 vs 60.69 (+4.7%)
- closed below gamma max at 60.57 vs 60.64 (-0.1%)
- closed above gamma max at 59.81 vs 59.76 (+0.1%)
- closed below gamma max at 73.80 vs 76.86 (-4.1%)
- closed above gamma max at 66.71 vs 64.67 (+3.1%)
- closed below gamma max at 59.79 vs 60.70 (-1.5%)
- closed above gamma max at 60.93 vs 60.56 (+0.6%)
In today's screens
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Neighbours by open interest
Questions people ask about MRNA
Where is MRNA's gamma max today?
As of Sep 11, 2026, the gamma max for MRNA is 163.40, +13.5% from the 143.97 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 MRNA above or below its delta neutral price?
MRNA closed above delta neutral: 143.97 against a delta neutral price of 91.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRNA have?
876,533 contracts of open interest across 1,613 listed contracts on Sep 11, 2026, -6.0% 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.