URI gamma max, delta neutral & open interest levels
As of close · rank #1413 by open interest · snapshot page
URI closed 16.8% below its gamma max of 1,155.72. It is 2.5% above the delta neutral price of 964.31. Total open interest is 27,118, -5.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about URI
Where is URI's gamma max today?
As of Sep 11, 2026, the gamma max for URI is 1,155.72, +16.8% from the 989.12 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 URI above or below its delta neutral price?
URI closed above delta neutral: 989.12 against a delta neutral price of 964.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does URI have?
27,118 contracts of open interest across 997 listed contracts on Sep 11, 2026, -5.6% 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.