MUX gamma max, delta neutral & open interest levels
As of close · rank #1125 by open interest · snapshot page
MUX closed 7.9% below its gamma max of 21.07. It is 5.4% above the delta neutral price of 18.48. Total open interest is 41,429, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about MUX
Where is MUX's gamma max today?
As of Sep 11, 2026, the gamma max for MUX is 21.07, +7.9% from the 19.53 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 MUX above or below its delta neutral price?
MUX closed above delta neutral: 19.53 against a delta neutral price of 18.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MUX have?
41,429 contracts of open interest across 201 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.