URA gamma max, delta neutral & open interest levels
As of close · rank #261 by open interest · 1,379 sessions of history since Dec 1, 2020
URA closed 14.6% below its gamma max of 49.89. It is 0.3% below the delta neutral price of 43.68. Total open interest is 403,507, -3.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 11 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | +3.9% |
| Open interest change, 21 sessions | +20.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 43.53 vs 43.68 (-0.3%)
- closed above delta neutral at 42.49 vs 40.76 (+4.1%)
- closed below delta neutral at 39.89 vs 40.65 (-1.9%)
- closed above delta neutral at 40.97 vs 40.57 (+1.0%)
- closed below delta neutral at 40.90 vs 41.50 (-1.5%)
- closed above delta neutral at 41.55 vs 41.34 (+0.5%)
- closed below delta neutral at 40.72 vs 41.42 (-1.7%)
- closed above delta neutral at 42.35 vs 42.26 (+0.2%)
- closed below delta neutral at 41.74 vs 42.14 (-1.0%)
- closed above delta neutral at 44.73 vs 44.40 (+0.7%)
In today's screens
Neighbours by open interest
Questions people ask about URA
Where is URA's gamma max today?
As of Sep 11, 2026, the gamma max for URA is 49.89, +14.6% from the 43.53 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 URA above or below its delta neutral price?
URA closed below delta neutral: 43.53 against a delta neutral price of 43.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does URA have?
403,507 contracts of open interest across 620 listed contracts on Sep 11, 2026, -3.0% 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.