ULCC gamma max, delta neutral & open interest levels
As of close · rank #1724 by open interest · snapshot page
ULCC closed 33.6% below its gamma max of 7.51. It is 6.4% above the delta neutral price of 5.26. Total open interest is 17,434, +0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about ULCC
Where is ULCC's gamma max today?
As of Sep 11, 2026, the gamma max for ULCC is 7.51, +33.6% from the 5.62 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 ULCC above or below its delta neutral price?
ULCC closed above delta neutral: 5.62 against a delta neutral price of 5.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does ULCC have?
17,434 contracts of open interest across 74 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.