U gamma max, delta neutral & open interest levels
As of close · rank #228 by open interest · 1,379 sessions of history since Dec 1, 2020
U closed 6.1% below its gamma max of 46.64. It is 35.3% above the delta neutral price of 28.46. Total open interest is 481,667, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 21th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -12.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 45.79 vs 45.87 (-0.2%)
- closed above gamma max at 40.81 vs 40.10 (+1.7%)
- closed below gamma max at 29.17 vs 32.13 (-10.2%)
- closed above gamma max at 29.22 vs 29.18 (+0.2%)
- closed below gamma max at 30.78 vs 31.69 (-2.9%)
- closed above gamma max at 29.94 vs 29.56 (+1.3%)
- closed below gamma max at 25.41 vs 26.56 (-4.5%)
- closed above gamma max at 25.26 vs 24.56 (+2.8%)
- closed above delta neutral at 19.45 vs 19.11 (+1.8%)
- closed below delta neutral at 19.43 vs 19.82 (-2.0%)
In today's screens
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Neighbours by open interest
Questions people ask about U
Where is U's gamma max today?
As of Sep 11, 2026, the gamma max for U is 46.64, +6.1% from the 43.96 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 U above or below its delta neutral price?
U closed above delta neutral: 43.96 against a delta neutral price of 28.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does U have?
481,667 contracts of open interest across 664 listed contracts on Sep 11, 2026, -0.9% 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.