UPS gamma max, delta neutral & open interest levels
As of close · rank #278 by open interest · 1,379 sessions of history since Dec 1, 2020
UPS closed 11.2% below its gamma max of 111.50. It is 1.4% below the delta neutral price of 101.64. Total open interest is 370,571, -1.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 28 |
| Open interest percentile (1y) | 12th |
| Open interest change, 5 sessions | -2.4% |
| Open interest change, 21 sessions | -9.3% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 100.49 vs 101.92 (-1.4%)
- closed above delta neutral at 102.71 vs 102.50 (+0.2%)
- closed below delta neutral at 102.60 vs 102.84 (-0.2%)
- closed above delta neutral at 102.86 vs 102.69 (+0.2%)
- closed below delta neutral at 104.51 vs 104.61 (-0.1%)
- closed above delta neutral at 105.54 vs 105.04 (+0.5%)
- closed below delta neutral at 104.42 vs 104.44 (-0.0%)
- closed above delta neutral at 104.48 vs 103.92 (+0.5%)
- closed below delta neutral at 103.20 vs 104.00 (-0.8%)
- closed above delta neutral at 104.22 vs 103.13 (+1.0%)
In today's screens
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Neighbours by open interest
Questions people ask about UPS
Where is UPS's gamma max today?
As of Sep 11, 2026, the gamma max for UPS is 111.50, +11.2% from the 100.28 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 UPS above or below its delta neutral price?
UPS closed below delta neutral: 100.28 against a delta neutral price of 101.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UPS have?
370,571 contracts of open interest across 574 listed contracts on Sep 11, 2026, -1.4% 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.