MSFU gamma max, delta neutral & open interest levels
As of close · rank #1297 by open interest · snapshot page
MSFU closed 25.7% above its gamma max of 27.67. It is 30.6% above the delta neutral price of 25.86. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 32,159, +0.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MSFU
Where is MSFU's gamma max today?
As of Sep 11, 2026, the gamma max for MSFU is 27.67, -25.7% from the 37.26 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 MSFU above or below its delta neutral price?
MSFU closed above delta neutral: 37.26 against a delta neutral price of 25.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSFU have?
32,159 contracts of open interest across 235 listed contracts on Sep 11, 2026, +0.5% 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.