UDN gamma max, delta neutral & open interest levels
As of close · rank #1155 by open interest · snapshot page
UDN closed 3.8% below its gamma max of 19.00. It is 18.7% above the delta neutral price of 14.89. Total open interest is 39,943, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UDN
Where is UDN's gamma max today?
As of Sep 11, 2026, the gamma max for UDN is 19.00, +3.8% from the 18.30 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 UDN above or below its delta neutral price?
UDN closed above delta neutral: 18.30 against a delta neutral price of 14.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UDN have?
39,943 contracts of open interest across 26 listed contracts on Sep 11, 2026, +0.2% 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.