Data through close

UTZ gamma max, delta neutral & open interest levels

As of close · rank #1861 by open interest · snapshot page

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Close
14.28
prev 14.23
Gamma max
14.97
+4.9% from close
Delta neutral
12.32
-13.7% from close
Gamma neutral
14.28
0.0% from close
Open interest
14,687
+0.1% vs prev
Contracts listed
44
28 calls · 21 puts

UTZ closed 4.9% below its gamma max of 14.97. It is 13.7% above the delta neutral price of 12.32. Total open interest is 14,687, +0.1% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about UTZ

Where is UTZ's gamma max today?

As of Sep 11, 2026, the gamma max for UTZ is 14.97, +4.9% from the 14.28 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 UTZ above or below its delta neutral price?

UTZ closed above delta neutral: 14.28 against a delta neutral price of 12.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UTZ have?

14,687 contracts of open interest across 44 listed contracts on Sep 11, 2026, +0.1% 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.