MBB gamma max, delta neutral & open interest levels
As of close · rank #1594 by open interest · snapshot page
MBB closed 8.5% below its gamma max of 99.15. It is 4.6% below the delta neutral price of 95.54. Total open interest is 20,923, +2222.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MBB
Where is MBB's gamma max today?
As of Sep 11, 2026, the gamma max for MBB is 99.15, +8.5% from the 91.38 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 MBB above or below its delta neutral price?
MBB closed below delta neutral: 91.38 against a delta neutral price of 95.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MBB have?
20,923 contracts of open interest across 37 listed contracts on Sep 11, 2026, +2222.2% 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.