Data through close

UFO gamma max, delta neutral & open interest levels

As of close · rank #1758 by open interest · snapshot page

Interactive chart Download CSV
Close
43.28
prev 42.79
Gamma max
58.16
+34.4% from close
Delta neutral
41.02
-5.2% from close
Gamma neutral
27.89
-35.5% from close
Open interest
16,895
-0.1% vs prev
Contracts listed
193
126 calls · 76 puts

UFO closed 34.4% below its gamma max of 58.16. It is 5.2% above the delta neutral price of 41.02. Total open interest is 16,895, -0.1% versus the previous session. What gamma max means · What delta neutral means

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about UFO

Where is UFO's gamma max today?

As of Sep 11, 2026, the gamma max for UFO is 58.16, +34.4% from the 43.28 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 UFO above or below its delta neutral price?

UFO closed above delta neutral: 43.28 against a delta neutral price of 41.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UFO have?

16,895 contracts of open interest across 193 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.