UGL gamma max, delta neutral & open interest levels
As of close · rank #883 by open interest · snapshot page
UGL closed 22.6% above its gamma max of 38.93. It is 12.8% above the delta neutral price of 43.86. Total open interest is 64,904, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UGL
Where is UGL's gamma max today?
As of Sep 11, 2026, the gamma max for UGL is 38.93, -22.6% from the 50.31 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 UGL above or below its delta neutral price?
UGL closed above delta neutral: 50.31 against a delta neutral price of 43.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UGL have?
64,904 contracts of open interest across 435 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.