UNM gamma max, delta neutral & open interest levels
As of close · rank #606 by open interest · 1,379 sessions of history since Dec 1, 2020
UNM closed 4.6% below its gamma max of 98.75. It is 17.4% above the delta neutral price of 77.98. Total open interest is 114,817, -0.9% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 14 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | +21.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 89.98 vs 95.69 (-6.3%)
- closed above gamma max at 91.62 vs 90.93 (+0.8%)
- closed below gamma max at 92.30 vs 96.56 (-4.6%)
- closed above gamma max at 84.91 vs 82.90 (+2.4%)
- closed below gamma max at 83.41 vs 85.07 (-2.0%)
- closed above gamma max at 84.52 vs 84.09 (+0.5%)
- closed above delta neutral at 73.39 vs 71.64 (+2.4%)
- closed below delta neutral at 71.73 vs 72.23 (-0.7%)
- closed above delta neutral at 73.82 vs 73.45 (+0.5%)
- closed below delta neutral at 70.84 vs 71.42 (-0.8%)
In today's screens
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Neighbours by open interest
Questions people ask about UNM
Where is UNM's gamma max today?
As of Sep 11, 2026, the gamma max for UNM is 98.75, +4.6% from the 94.42 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 UNM above or below its delta neutral price?
UNM closed above delta neutral: 94.42 against a delta neutral price of 77.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UNM have?
114,817 contracts of open interest across 132 listed contracts on Sep 11, 2026, -0.9% 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.