Data through close

UMAC gamma max, delta neutral & open interest levels

As of close · rank #725 by open interest · snapshot page

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Close
22.95
prev 23.53
Gamma max
30.10
+31.2% from close
Delta neutral
19.31
-15.9% from close
Gamma neutral
22.95
0.0% from close
Open interest
88,113
-7.4% vs prev
Contracts listed
458
253 calls · 205 puts

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.