UVIX gamma max, delta neutral & open interest levels
As of close · rank #774 by open interest · snapshot page
UVIX closed 7.4% below its gamma max of 41.84. It is 14.2% above the delta neutral price of 33.42. Total open interest is 78,918, -2.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about UVIX
Where is UVIX's gamma max today?
As of Sep 11, 2026, the gamma max for UVIX is 41.84, +7.4% from the 38.94 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 UVIX above or below its delta neutral price?
UVIX closed above delta neutral: 38.94 against a delta neutral price of 33.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UVIX have?
78,918 contracts of open interest across 636 listed contracts on Sep 11, 2026, -2.6% 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.