UNG gamma max, delta neutral & open interest levels
As of close · rank #241 by open interest · 1,379 sessions of history since Dec 1, 2020
UNG closed 4.0% below its gamma max of 10.58. It is 15.6% above the delta neutral price of 8.58. Total open interest is 453,663, +1.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +6.0% |
| Open interest change, 21 sessions | +37.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 11.90 vs 12.04 (-1.1%)
- closed above gamma max at 11.54 vs 11.54 (+0.0%)
- closed above delta neutral at 12.32 vs 12.04 (+2.3%)
- closed below delta neutral at 12.17 vs 12.19 (-0.1%)
- closed above delta neutral at 12.98 vs 12.49 (+3.7%)
- closed below delta neutral at 12.70 vs 12.79 (-0.7%)
- closed below gamma max at 12.70 vs 16.77 (-32.0%)
- closed above gamma max at 16.90 vs 15.31 (+9.4%)
- closed below gamma max at 13.43 vs 13.64 (-1.6%)
- closed above gamma max at 12.37 vs 11.99 (+3.1%)
In today's screens
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Neighbours by open interest
Questions people ask about UNG
Where is UNG's gamma max today?
As of Sep 11, 2026, the gamma max for UNG is 10.58, +4.0% from the 10.17 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 UNG above or below its delta neutral price?
UNG closed above delta neutral: 10.17 against a delta neutral price of 8.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UNG have?
453,663 contracts of open interest across 314 listed contracts on Sep 11, 2026, +1.3% 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.