UCO gamma max, delta neutral & open interest levels
As of close · rank #640 by open interest · 1,379 sessions of history since Dec 1, 2020
UCO closed 18.2% below its gamma max of 60.96. It is 19.3% above the delta neutral price of 41.63. Total open interest is 105,343, +2.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 29% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | +6.3% |
| Open interest change, 21 sessions | -11.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 41.75 vs 62.07 (-48.7%)
- closed above gamma max at 44.13 vs 14.02 (+68.2%)
- closed below gamma max at 40.64 vs 47.07 (-15.8%)
- closed above gamma max at 41.82 vs 35.87 (+14.2%)
- closed above delta neutral at 37.17 vs 35.22 (+5.2%)
- closed below delta neutral at 35.28 vs 35.52 (-0.7%)
- closed below gamma max at 40.02 vs 41.68 (-4.2%)
- closed above gamma max at 41.58 vs 39.57 (+4.8%)
- closed below gamma max at 37.53 vs 40.09 (-6.8%)
- closed above gamma max at 41.00 vs 34.23 (+16.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about UCO
Where is UCO's gamma max today?
As of Sep 11, 2026, the gamma max for UCO is 60.96, +18.2% from the 51.56 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 UCO above or below its delta neutral price?
UCO closed above delta neutral: 51.56 against a delta neutral price of 41.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UCO have?
105,343 contracts of open interest across 549 listed contracts on Sep 11, 2026, +2.2% 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.