UGI gamma max, delta neutral & open interest levels
As of close · rank #2052 by open interest · snapshot page
UGI closed 4.3% below its gamma max of 39.61. It is 12.9% above the delta neutral price of 33.08. Total open interest is 11,338, -0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UGI
Where is UGI's gamma max today?
As of Sep 11, 2026, the gamma max for UGI is 39.61, +4.3% from the 37.99 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 UGI above or below its delta neutral price?
UGI closed above delta neutral: 37.99 against a delta neutral price of 33.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UGI have?
11,338 contracts of open interest across 48 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.