UNP gamma max, delta neutral & open interest levels
As of close · rank #625 by open interest · 1,379 sessions of history since Dec 1, 2020
UNP closed 6.7% below its gamma max of 303.34. It is 4.2% above the delta neutral price of 272.53. Total open interest is 110,506, -0.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 9% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 15 |
| Open interest percentile (1y) | 45th |
| Open interest change, 5 sessions | -0.1% |
| Open interest change, 21 sessions | -0.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 309.59 vs 310.15 (-0.2%)
- closed above gamma max at 309.86 vs 309.19 (+0.2%)
- closed below gamma max at 299.30 vs 304.94 (-1.9%)
- closed above gamma max at 304.33 vs 300.61 (+1.2%)
- closed below gamma max at 296.25 vs 301.38 (-1.7%)
- closed above gamma max at 301.75 vs 301.61 (+0.0%)
- closed above delta neutral at 257.35 vs 255.51 (+0.7%)
- closed below delta neutral at 258.05 vs 258.64 (-0.2%)
- closed below gamma max at 268.70 vs 271.67 (-1.1%)
- closed above gamma max at 271.26 vs 267.15 (+1.5%)
In today's screens
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Neighbours by open interest
Questions people ask about UNP
Where is UNP's gamma max today?
As of Sep 11, 2026, the gamma max for UNP is 303.34, +6.7% from the 284.40 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 UNP above or below its delta neutral price?
UNP closed above delta neutral: 284.40 against a delta neutral price of 272.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UNP have?
110,506 contracts of open interest across 703 listed contracts on Sep 11, 2026, -0.7% 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.