MSGS gamma max, delta neutral & open interest levels
As of close · rank #1684 by open interest · snapshot page
MSGS closed 10.3% below its gamma max of 432.39. It is 0.1% above the delta neutral price of 391.57. Total open interest is 18,829, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MSGS
Where is MSGS's gamma max today?
As of Sep 11, 2026, the gamma max for MSGS is 432.39, +10.3% from the 392.07 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 MSGS above or below its delta neutral price?
MSGS closed above delta neutral: 392.07 against a delta neutral price of 391.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSGS have?
18,829 contracts of open interest across 164 listed contracts on Sep 11, 2026, +0.2% 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.