MTN gamma max, delta neutral & open interest levels
As of close · rank #1754 by open interest · snapshot page
MTN closed 10.7% below its gamma max of 155.14. It is 0.7% above the delta neutral price of 139.11. Total open interest is 16,981, +5.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MTN
Where is MTN's gamma max today?
As of Sep 11, 2026, the gamma max for MTN is 155.14, +10.7% from the 140.09 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 MTN above or below its delta neutral price?
MTN closed above delta neutral: 140.09 against a delta neutral price of 139.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MTN have?
16,981 contracts of open interest across 201 listed contracts on Sep 11, 2026, +5.2% 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.