UUP gamma max, delta neutral & open interest levels
As of close · rank #505 by open interest · 1,379 sessions of history since Dec 1, 2020
UUP closed 3.3% below its gamma max of 29.00. It is 0.2% above the delta neutral price of 28.02. Total open interest is 156,146, +0.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 23 |
| Open interest percentile (1y) | 81th |
| Open interest change, 5 sessions | +0.7% |
| Open interest change, 21 sessions | +2.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 27.99 vs 28.18 (-0.7%)
- closed above gamma max at 28.08 vs 28.02 (+0.2%)
- closed above delta neutral at 28.17 vs 28.11 (+0.2%)
- closed below delta neutral at 28.21 vs 28.33 (-0.4%)
- closed above delta neutral at 28.02 vs 27.77 (+0.9%)
- closed below delta neutral at 28.02 vs 28.10 (-0.3%)
- closed above delta neutral at 28.14 vs 28.03 (+0.4%)
- closed below delta neutral at 28.10 vs 28.20 (-0.3%)
- closed above delta neutral at 28.11 vs 28.09 (+0.1%)
- closed below delta neutral at 28.18 vs 28.33 (-0.5%)
In today's screens
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Neighbours by open interest
Questions people ask about UUP
Where is UUP's gamma max today?
As of Sep 11, 2026, the gamma max for UUP is 29.00, +3.3% from the 28.07 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 UUP above or below its delta neutral price?
UUP closed above delta neutral: 28.07 against a delta neutral price of 28.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UUP have?
156,146 contracts of open interest across 116 listed contracts on Sep 11, 2026, +0.0% 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.