MS gamma max, delta neutral & open interest levels
As of close · rank #271 by open interest · 1,379 sessions of history since Dec 1, 2020
MS closed 8.6% below its gamma max of 232.77. It is 5.9% above the delta neutral price of 201.66. Total open interest is 384,845, -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 | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 50th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | +2.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 220.83 vs 230.97 (-4.6%)
- closed above gamma max at 218.08 vs 214.63 (+1.6%)
- closed below gamma max at 187.32 vs 191.92 (-2.5%)
- closed above gamma max at 183.34 vs 181.57 (+1.0%)
- closed above delta neutral at 164.57 vs 161.35 (+2.0%)
- closed below delta neutral at 158.39 vs 160.72 (-1.5%)
- closed above delta neutral at 161.47 vs 160.78 (+0.4%)
- closed below delta neutral at 162.55 vs 162.64 (-0.1%)
- closed above delta neutral at 171.15 vs 168.36 (+1.6%)
- closed below delta neutral at 168.06 vs 168.41 (-0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about MS
Where is MS's gamma max today?
As of Sep 11, 2026, the gamma max for MS is 232.77, +8.6% from the 214.38 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 MS above or below its delta neutral price?
MS closed above delta neutral: 214.38 against a delta neutral price of 201.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MS have?
384,845 contracts of open interest across 769 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.