UAL gamma max, delta neutral & open interest levels
As of close · rank #299 by open interest · 1,379 sessions of history since Dec 1, 2020
UAL closed 17.5% below its gamma max of 129.02. It is 5.6% above the delta neutral price of 103.71. Total open interest is 329,652, +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 | 4% |
| Gamma max crosses | 9 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 26th |
| Open interest change, 5 sessions | +0.8% |
| Open interest change, 21 sessions | -1.7% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above delta neutral at 108.35 vs 105.96 (+2.2%)
- closed below delta neutral at 104.63 vs 104.83 (-0.2%)
- closed below gamma max at 135.99 vs 137.75 (-1.3%)
- closed above gamma max at 121.72 vs 121.45 (+0.2%)
- closed below gamma max at 114.90 vs 116.26 (-1.2%)
- closed above gamma max at 112.61 vs 108.87 (+3.3%)
- closed above delta neutral at 98.02 vs 89.64 (+8.6%)
- closed below delta neutral at 89.12 vs 89.14 (-0.0%)
- closed above delta neutral at 89.95 vs 89.34 (+0.7%)
- closed below delta neutral at 88.61 vs 89.82 (-1.4%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about UAL
Where is UAL's gamma max today?
As of Sep 11, 2026, the gamma max for UAL is 129.02, +17.5% from the 109.82 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 UAL above or below its delta neutral price?
UAL closed above delta neutral: 109.82 against a delta neutral price of 103.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UAL have?
329,652 contracts of open interest across 974 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.