MBI gamma max, delta neutral & open interest levels
As of close · rank #1059 by open interest · snapshot page
MBI closed 26.6% below its gamma max of 5.88. It is 3.1% above the delta neutral price of 4.50. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 45,952, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MBI
Where is MBI's gamma max today?
As of Sep 11, 2026, the gamma max for MBI is 5.88, +26.6% from the 4.64 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 MBI above or below its delta neutral price?
MBI closed above delta neutral: 4.64 against a delta neutral price of 4.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MBI have?
45,952 contracts of open interest across 55 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.