MRSH gamma max, delta neutral & open interest levels
As of close · rank #1775 by open interest · snapshot page
MRSH closed 12.1% below its gamma max of 198.30. It is 2.7% below the delta neutral price of 181.72. Total open interest is 16,299, +0.9% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MRSH
Where is MRSH's gamma max today?
As of Sep 11, 2026, the gamma max for MRSH is 198.30, +12.1% from the 176.91 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 MRSH above or below its delta neutral price?
MRSH closed below delta neutral: 176.91 against a delta neutral price of 181.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MRSH have?
16,299 contracts of open interest across 208 listed contracts on Sep 11, 2026, +0.9% 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.