UVXY gamma max, delta neutral & open interest levels
As of close · rank #406 by open interest · 1,369 sessions of history since Dec 1, 2020
UVXY closed 26.0% below its gamma max of 22.59. It is 1.3% above the delta neutral price of 17.69. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 217,131, -12.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 13% |
| Gamma max crosses | 54 |
| Delta neutral crosses | 31 |
| Open interest percentile (1y) | 62th |
| Open interest change, 5 sessions | -10.9% |
| Open interest change, 21 sessions | +0.2% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 17.93 vs 22.59 (-26.0%)
- closed above gamma max at 19.33 vs 18.97 (+1.9%)
- closed above delta neutral at 17.93 vs 17.33 (+3.4%)
- closed below delta neutral at 17.97 vs 18.21 (-1.3%)
- closed above delta neutral at 18.82 vs 18.40 (+2.2%)
- closed below delta neutral at 19.59 vs 20.17 (-3.0%)
- closed above delta neutral at 20.50 vs 20.40 (+0.5%)
- closed below gamma max at 20.52 vs 22.15 (-7.9%)
- closed above gamma max at 20.33 vs 20.30 (+0.2%)
- closed below delta neutral at 21.63 vs 21.92 (-1.4%)
In today's screens
Neighbours by open interest
Questions people ask about UVXY
Where is UVXY's gamma max today?
As of Sep 11, 2026, the gamma max for UVXY is 22.59, +26.0% from the 17.93 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 UVXY above or below its delta neutral price?
UVXY closed above delta neutral: 17.93 against a delta neutral price of 17.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does UVXY have?
217,131 contracts of open interest across 950 listed contracts on Sep 11, 2026, -12.0% 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.