MSI gamma max, delta neutral & open interest levels
As of close · rank #2039 by open interest · snapshot page
MSI closed 4.2% below its gamma max of 485.59. It is 12.7% above the delta neutral price of 406.91. Total open interest is 11,697, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MSI
Where is MSI's gamma max today?
As of Sep 11, 2026, the gamma max for MSI is 485.59, +4.2% from the 466.16 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 MSI above or below its delta neutral price?
MSI closed above delta neutral: 466.16 against a delta neutral price of 406.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSI have?
11,697 contracts of open interest across 198 listed contracts on Sep 11, 2026, +1.0% 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.