MSFT gamma max, delta neutral & open interest levels
As of close · rank #24 by open interest · 1,379 sessions of history since Dec 1, 2020
MSFT closed 7.0% below its gamma max of 530.18. It is 13.3% above the delta neutral price of 429.76. Total open interest is 3,831,951, -1.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -2.0% |
| Open interest change, 21 sessions | -9.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 492.81 vs 492.92 (-0.0%)
- closed above gamma max at 487.65 vs 479.94 (+1.6%)
- closed above delta neutral at 373.02 vs 370.73 (+0.6%)
- closed below delta neutral at 368.57 vs 369.33 (-0.2%)
- closed above delta neutral at 372.97 vs 371.30 (+0.4%)
- closed below delta neutral at 378.91 vs 385.48 (-1.7%)
- closed above delta neutral at 390.74 vs 389.93 (+0.2%)
- closed below delta neutral at 390.34 vs 392.46 (-0.5%)
- closed above delta neutral at 384.37 vs 379.11 (+1.4%)
- closed below delta neutral at 395.55 vs 400.86 (-1.3%)
In today's screens
Neighbours by open interest
Questions people ask about MSFT
Where is MSFT's gamma max today?
As of Sep 11, 2026, the gamma max for MSFT is 530.18, +7.0% from the 495.63 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 MSFT above or below its delta neutral price?
MSFT closed above delta neutral: 495.63 against a delta neutral price of 429.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSFT have?
3,831,951 contracts of open interest across 2,756 listed contracts on Sep 11, 2026, -1.9% 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.