MIAX gamma max, delta neutral & open interest levels
As of close · rank #1674 by open interest · snapshot page
MIAX closed 10.9% below its gamma max of 45.97. It is 2.1% below the delta neutral price of 42.32. Total open interest is 19,080, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MIAX
Where is MIAX's gamma max today?
As of Sep 11, 2026, the gamma max for MIAX is 45.97, +10.9% from the 41.47 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 MIAX above or below its delta neutral price?
MIAX closed below delta neutral: 41.47 against a delta neutral price of 42.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MIAX have?
19,080 contracts of open interest across 91 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.