MBOT gamma max, delta neutral & open interest levels
As of close · rank #1524 by open interest · snapshot page
MBOT closed 2.8% above its gamma max of 1.41. It is 96.4% above the delta neutral price of 0.05. Total open interest is 22,701, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MBOT
Where is MBOT's gamma max today?
As of Sep 11, 2026, the gamma max for MBOT is 1.41, -2.8% from the 1.45 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 MBOT above or below its delta neutral price?
MBOT closed above delta neutral: 1.45 against a delta neutral price of 0.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MBOT have?
22,701 contracts of open interest across 51 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.