UBS gamma max, delta neutral & open interest levels
As of close · rank #653 by open interest · 1,379 sessions of history since Dec 1, 2020
UBS closed 4.2% below its gamma max of 56.85. It is 9.5% above the delta neutral price of 49.37. Total open interest is 102,700, +0.3% 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 | 16 |
| Delta neutral crosses | 12 |
| Open interest percentile (1y) | 44th |
| Open interest change, 5 sessions | +3.7% |
| Open interest change, 21 sessions | -4.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 53.50 vs 55.06 (-2.9%)
- closed above gamma max at 53.82 vs 53.47 (+0.6%)
- closed above delta neutral at 43.90 vs 43.14 (+1.7%)
- closed below delta neutral at 42.40 vs 42.99 (-1.4%)
- closed below gamma max at 42.40 vs 45.14 (-6.5%)
- closed above delta neutral at 43.82 vs 43.48 (+0.8%)
- closed above gamma max at 43.82 vs 43.07 (+1.7%)
- closed below delta neutral at 43.74 vs 44.03 (-0.7%)
- closed below gamma max at 43.74 vs 52.46 (-19.9%)
- closed above gamma max at 42.88 vs 42.18 (+1.6%)
In today's screens
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Neighbours by open interest
Questions people ask about UBS
Where is UBS's gamma max today?
As of Sep 11, 2026, the gamma max for UBS is 56.85, +4.2% from the 54.58 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 UBS above or below its delta neutral price?
UBS closed above delta neutral: 54.58 against a delta neutral price of 49.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UBS have?
102,700 contracts of open interest across 168 listed contracts on Sep 11, 2026, +0.3% 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.