MUR gamma max, delta neutral & open interest levels
As of close · rank #1866 by open interest · snapshot page
MUR closed 2.5% below its gamma max of 39.46. It is 14.8% above the delta neutral price of 32.82. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,628, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MUR
Where is MUR's gamma max today?
As of Sep 11, 2026, the gamma max for MUR is 39.46, +2.5% from the 38.50 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 MUR above or below its delta neutral price?
MUR closed above delta neutral: 38.50 against a delta neutral price of 32.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MUR have?
14,628 contracts of open interest across 104 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.