USAS gamma max, delta neutral & open interest levels
As of close · rank #590 by open interest · 230 sessions of history since Oct 14, 2025
USAS closed 2.1% above its gamma max of 4.94. It is 39.0% above the delta neutral price of 3.08. Total open interest is 122,709, -0.2% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 230 sessions
| Sessions closed above gamma max | 45% |
| Gamma max crosses | 30 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 48th |
| Open interest change, 5 sessions | +1.3% |
| Open interest change, 21 sessions | -30.2% |
| History available | Oct 14, 2025 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 5.39 vs 4.18 (+22.5%)
- closed below gamma max at 3.66 vs 5.18 (-41.4%)
- closed above gamma max at 3.88 vs 3.59 (+7.4%)
- closed below gamma max at 4.69 vs 5.28 (-12.5%)
- closed above gamma max at 5.41 vs 5.10 (+5.7%)
- closed below gamma max at 5.81 vs 6.60 (-13.6%)
- closed above gamma max at 6.63 vs 6.54 (+1.3%)
- closed below gamma max at 5.98 vs 6.22 (-4.0%)
- closed above gamma max at 6.44 vs 6.07 (+5.7%)
- closed below gamma max at 5.89 vs 7.05 (-19.6%)
In today's screens
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Neighbours by open interest
Questions people ask about USAS
Where is USAS's gamma max today?
As of Sep 11, 2026, the gamma max for USAS is 4.94, -2.1% from the 5.05 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 USAS above or below its delta neutral price?
USAS closed above delta neutral: 5.05 against a delta neutral price of 3.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does USAS have?
122,709 contracts of open interest across 139 listed contracts on Sep 11, 2026, -0.2% 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.