UIS gamma max, delta neutral & open interest levels
As of close · rank #1341 by open interest · snapshot page
UIS closed 70.6% below its gamma max of 4.13. It is 5.0% below the delta neutral price of 2.54. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 29,838, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UIS
Where is UIS's gamma max today?
As of Sep 11, 2026, the gamma max for UIS is 4.13, +70.6% from the 2.42 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 UIS above or below its delta neutral price?
UIS closed below delta neutral: 2.42 against a delta neutral price of 2.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UIS have?
29,838 contracts of open interest across 47 listed contracts on Sep 11, 2026, +0.0% 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.