UL gamma max, delta neutral & open interest levels
As of close · rank #843 by open interest · snapshot page
UL closed 8.9% below its gamma max of 67.52. It is 0.9% above the delta neutral price of 61.46. Total open interest is 69,321, -2.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UL
Where is UL's gamma max today?
As of Sep 11, 2026, the gamma max for UL is 67.52, +8.9% from the 62.02 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 UL above or below its delta neutral price?
UL closed above delta neutral: 62.02 against a delta neutral price of 61.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UL have?
69,321 contracts of open interest across 275 listed contracts on Sep 11, 2026, -2.1% 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.