UMC gamma max, delta neutral & open interest levels
As of close · rank #391 by open interest · 1,379 sessions of history since Dec 1, 2020
UMC closed 0.8% above its gamma max of 22.45. It is 19.4% above the delta neutral price of 18.26. Total open interest is 225,201, +1.5% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 27% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 1 |
| Open interest percentile (1y) | 87th |
| Open interest change, 5 sessions | +4.0% |
| Open interest change, 21 sessions | -1.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 22.12 vs 20.79 (+6.0%)
- closed below gamma max at 22.69 vs 22.89 (-0.9%)
- closed above gamma max at 21.82 vs 21.47 (+1.6%)
- closed below gamma max at 23.83 vs 24.45 (-2.6%)
- closed above gamma max at 24.13 vs 20.65 (+14.4%)
- closed below gamma max at 19.89 vs 22.39 (-12.6%)
- closed above gamma max at 20.79 vs 17.54 (+15.6%)
- closed below gamma max at 21.40 vs 22.07 (-3.1%)
- closed above gamma max at 11.66 vs 10.79 (+7.4%)
- closed below gamma max at 10.55 vs 10.91 (-3.4%)
In today's screens
Neighbours by open interest
Questions people ask about UMC
Where is UMC's gamma max today?
As of Sep 11, 2026, the gamma max for UMC is 22.45, -0.8% from the 22.64 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 UMC above or below its delta neutral price?
UMC closed above delta neutral: 22.64 against a delta neutral price of 18.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UMC have?
225,201 contracts of open interest across 204 listed contracts on Sep 11, 2026, +1.5% 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.