MRP gamma max, delta neutral & open interest levels
As of close · rank #1762 by open interest · snapshot page
MRP closed 1.4% below its gamma max of 30.10. It is 5.4% above the delta neutral price of 28.08. Total open interest is 16,771, +1.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MRP
Where is MRP's gamma max today?
As of Sep 11, 2026, the gamma max for MRP is 30.10, +1.4% from the 29.69 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 MRP above or below its delta neutral price?
MRP closed above delta neutral: 29.69 against a delta neutral price of 28.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRP have?
16,771 contracts of open interest across 48 listed contracts on Sep 11, 2026, +1.3% 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.