MSOS gamma max, delta neutral & open interest levels
As of close · rank #160 by open interest · 1,379 sessions of history since Dec 1, 2020
MSOS closed 10.8% below its gamma max of 5.26. It is 30.0% above the delta neutral price of 3.32. Total open interest is 674,902, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 26 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 83th |
| Open interest change, 5 sessions | +1.5% |
| Open interest change, 21 sessions | +31.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 4.82 vs 5.10 (-5.9%)
- closed above gamma max at 5.08 vs 5.01 (+1.3%)
- closed below gamma max at 5.47 vs 5.62 (-2.7%)
- closed above gamma max at 5.48 vs 5.34 (+2.6%)
- closed below gamma max at 4.92 vs 5.26 (-7.0%)
- closed above gamma max at 5.07 vs 5.00 (+1.4%)
- closed below gamma max at 4.88 vs 5.16 (-5.8%)
- closed above gamma max at 5.16 vs 4.93 (+4.5%)
- closed below gamma max at 4.22 vs 4.51 (-7.0%)
- closed above gamma max at 5.11 vs 4.45 (+12.9%)
In today's screens
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Neighbours by open interest
Questions people ask about MSOS
Where is MSOS's gamma max today?
As of Sep 11, 2026, the gamma max for MSOS is 5.26, +10.8% from the 4.75 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 MSOS above or below its delta neutral price?
MSOS closed above delta neutral: 4.75 against a delta neutral price of 3.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSOS have?
674,902 contracts of open interest across 217 listed contracts on Sep 11, 2026, +0.0% 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.