UPRO gamma max, delta neutral & open interest levels
As of close · rank #854 by open interest · snapshot page
UPRO closed 6.1% below its gamma max of 157.09. It is 21.1% above the delta neutral price of 116.85. Total open interest is 68,400, -7.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UPRO
Where is UPRO's gamma max today?
As of Sep 11, 2026, the gamma max for UPRO is 157.09, +6.1% from the 148.02 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 UPRO above or below its delta neutral price?
UPRO closed above delta neutral: 148.02 against a delta neutral price of 116.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UPRO have?
68,400 contracts of open interest across 841 listed contracts on Sep 11, 2026, -7.3% 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.