UMAC gamma max, delta neutral & open interest levels
As of close · rank #725 by open interest · snapshot page
UMAC closed 31.2% below its gamma max of 30.10. It is 15.9% above the delta neutral price of 19.31. Total open interest is 88,113, -7.4% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UMAC
Where is UMAC's gamma max today?
As of Sep 11, 2026, the gamma max for UMAC is 30.10, +31.2% from the 22.95 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 UMAC above or below its delta neutral price?
UMAC closed above delta neutral: 22.95 against a delta neutral price of 19.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UMAC have?
88,113 contracts of open interest across 458 listed contracts on Sep 11, 2026, -7.4% 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.