UAA gamma max, delta neutral & open interest levels
As of close · rank #220 by open interest · 1,379 sessions of history since Dec 1, 2020
UAA closed 202.0% below its gamma max of 15.43. It is 49.9% below the delta neutral price of 7.66. Total open interest is 497,423, +0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 12% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 60th |
| Open interest change, 5 sessions | -1.1% |
| Open interest change, 21 sessions | +0.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 4.90 vs 15.14 (-208.9%)
- closed above gamma max at 5.06 vs 1.14 (+77.4%)
- closed below gamma max at 5.15 vs 18.18 (-253.0%)
- closed above gamma max at 5.05 vs 1.00 (+80.2%)
- closed below gamma max at 5.07 vs 16.49 (-225.1%)
- closed above gamma max at 5.29 vs 1.00 (+81.1%)
- closed below gamma max at 5.36 vs 16.97 (-216.6%)
- closed above gamma max at 5.27 vs 0.99 (+81.2%)
- closed below gamma max at 6.86 vs 16.32 (-137.9%)
- closed above gamma max at 6.61 vs 0.73 (+89.0%)
In today's screens
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Neighbours by open interest
Questions people ask about UAA
Where is UAA's gamma max today?
As of Sep 11, 2026, the gamma max for UAA is 15.43, +202.0% from the 5.11 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 UAA above or below its delta neutral price?
UAA closed below delta neutral: 5.11 against a delta neutral price of 7.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UAA have?
497,423 contracts of open interest across 118 listed contracts on Sep 11, 2026, +0.1% 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.