Data through close

ULTA gamma max, delta neutral & open interest levels

As of close · rank #982 by open interest · snapshot page

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Close
546.78
prev 535.63
Gamma max
596.85
+9.2% from close
Delta neutral
505.64
-7.5% from close
Gamma neutral
538.43
-1.5% from close
Open interest
53,732
-4.4% vs prev
Contracts listed
1,116
661 calls · 522 puts

ULTA closed 9.2% below its gamma max of 596.85. It is 7.5% above the delta neutral price of 505.64. Total open interest is 53,732, -4.4% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about ULTA

Where is ULTA's gamma max today?

As of Sep 11, 2026, the gamma max for ULTA is 596.85, +9.2% from the 546.78 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 ULTA above or below its delta neutral price?

ULTA closed above delta neutral: 546.78 against a delta neutral price of 505.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ULTA have?

53,732 contracts of open interest across 1,116 listed contracts on Sep 11, 2026, -4.4% 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.