Data through close

UNH gamma max, delta neutral & open interest levels

As of close · rank #116 by open interest · 1,379 sessions of history since Dec 1, 2020

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Close
379.09
prev 388.28
Gamma max
434.37
+14.6% from close
Delta neutral
368.49
-2.8% from close
Gamma neutral
382.03
+0.8% from close
Open interest
934,918
-3.4% vs prev
Contracts listed
1,177
712 calls · 676 puts

UNH closed 14.6% below its gamma max of 434.37. It is 2.8% above the delta neutral price of 368.49. Total open interest is 934,918, -3.4% versus the previous session. What gamma max means · What delta neutral means

One-year history

2025-092026-09
close delta neutral gamma max

Last 252 sessions

Sessions closed above gamma max1%
Gamma max crosses4
Delta neutral crosses12
Open interest percentile (1y)10th
Open interest change, 5 sessions+0.2%
Open interest change, 21 sessions-4.7%
History availableDec 1, 2020 → Sep 11, 2026

Recent crosses

  1. closed below gamma max at 411.04 vs 419.48 (-2.1%)
  2. closed above gamma max at 408.52 vs 401.93 (+1.6%)
  3. closed below gamma max at 401.16 vs 401.99 (-0.2%)
  4. closed above gamma max at 396.39 vs 393.79 (+0.7%)
  5. closed above delta neutral at 277.26 vs 277.00 (+0.1%)
  6. closed below delta neutral at 280.44 vs 282.86 (-0.9%)
  7. closed above delta neutral at 285.49 vs 283.18 (+0.8%)
  8. closed below delta neutral at 277.15 vs 282.20 (-1.8%)
  9. closed above delta neutral at 285.25 vs 284.00 (+0.4%)
  10. closed below delta neutral at 285.17 vs 285.90 (-0.3%)

In today's screens

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Questions people ask about UNH

Where is UNH's gamma max today?

As of Sep 11, 2026, the gamma max for UNH is 434.37, +14.6% from the 379.09 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 UNH above or below its delta neutral price?

UNH closed above delta neutral: 379.09 against a delta neutral price of 368.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UNH have?

934,918 contracts of open interest across 1,177 listed contracts on Sep 11, 2026, -3.4% 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.