UNFI gamma max, delta neutral & open interest levels
As of close · rank #1666 by open interest · snapshot page
UNFI closed 4.4% below its gamma max of 46.40. It is 15.7% above the delta neutral price of 37.47. Total open interest is 19,233, +1.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about UNFI
Where is UNFI's gamma max today?
As of Sep 11, 2026, the gamma max for UNFI is 46.40, +4.4% from the 44.45 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 UNFI above or below its delta neutral price?
UNFI closed above delta neutral: 44.45 against a delta neutral price of 37.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UNFI have?
19,233 contracts of open interest across 171 listed contracts on Sep 11, 2026, +1.1% 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.