USB gamma max, delta neutral & open interest levels
As of close · rank #414 by open interest · 1,379 sessions of history since Dec 1, 2020
USB closed 4.1% below its gamma max of 65.40. It is 7.2% above the delta neutral price of 58.31. Total open interest is 209,651, -0.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 16 |
| Open interest percentile (1y) | 48th |
| Open interest change, 5 sessions | +0.0% |
| Open interest change, 21 sessions | +0.6% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 61.78 vs 62.60 (-1.3%)
- closed above gamma max at 62.82 vs 62.79 (+0.0%)
- closed below gamma max at 64.79 vs 65.42 (-1.0%)
- closed above gamma max at 64.87 vs 62.81 (+3.2%)
- closed below gamma max at 63.33 vs 63.74 (-0.7%)
- closed above gamma max at 63.71 vs 63.64 (+0.1%)
- closed below gamma max at 62.93 vs 63.47 (-0.9%)
- closed above gamma max at 62.88 vs 62.84 (+0.1%)
- closed above delta neutral at 53.42 vs 53.16 (+0.5%)
- closed below delta neutral at 52.74 vs 52.99 (-0.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about USB
Where is USB's gamma max today?
As of Sep 11, 2026, the gamma max for USB is 65.40, +4.1% from the 62.84 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 USB above or below its delta neutral price?
USB closed above delta neutral: 62.84 against a delta neutral price of 58.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does USB have?
209,651 contracts of open interest across 404 listed contracts on Sep 11, 2026, -0.3% 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.