MSTU gamma max, delta neutral & open interest levels
As of close · rank #1365 by open interest · snapshot page
MSTU closed 8.1% below its gamma max of 32.81. It is 42.9% above the delta neutral price of 17.34. Total open interest is 28,990, -5.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MSTU
Where is MSTU's gamma max today?
As of Sep 11, 2026, the gamma max for MSTU is 32.81, +8.1% from the 30.36 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 MSTU above or below its delta neutral price?
MSTU closed above delta neutral: 30.36 against a delta neutral price of 17.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSTU have?
28,990 contracts of open interest across 360 listed contracts on Sep 11, 2026, -5.2% 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.