UUUU gamma max, delta neutral & open interest levels
As of close · rank #234 by open interest · 1,379 sessions of history since Dec 1, 2020
UUUU closed 28.8% below its gamma max of 16.68. It is 20.9% above the delta neutral price of 10.24. Total open interest is 465,143, -2.4% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 25 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 24th |
| Open interest change, 5 sessions | +0.3% |
| Open interest change, 21 sessions | -0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 21.91 vs 22.57 (-3.0%)
- closed above gamma max at 22.63 vs 22.53 (+0.4%)
- closed below gamma max at 20.89 vs 23.78 (-13.8%)
- closed above gamma max at 22.02 vs 0.58 (+97.4%)
- closed below gamma max at 24.89 vs 26.59 (-6.9%)
- closed above gamma max at 27.70 vs 26.09 (+5.8%)
- closed below gamma max at 24.16 vs 25.52 (-5.6%)
- closed above gamma max at 24.41 vs 24.27 (+0.6%)
- closed below gamma max at 22.54 vs 23.71 (-5.2%)
- closed above gamma max at 21.97 vs 21.10 (+4.0%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about UUUU
Where is UUUU's gamma max today?
As of Sep 11, 2026, the gamma max for UUUU is 16.68, +28.8% from the 12.95 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 UUUU above or below its delta neutral price?
UUUU closed above delta neutral: 12.95 against a delta neutral price of 10.24. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UUUU have?
465,143 contracts of open interest across 474 listed contracts on Sep 11, 2026, -2.4% 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.