YUM gamma max, delta neutral & open interest levels
As of close · rank #1398 by open interest · snapshot page
YUM closed 13.4% below its gamma max of 159.74. It is 2.0% below the delta neutral price of 143.70. Total open interest is 27,599, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about YUM
Where is YUM's gamma max today?
As of Sep 11, 2026, the gamma max for YUM is 159.74, +13.4% from the 140.87 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 YUM above or below its delta neutral price?
YUM closed below delta neutral: 140.87 against a delta neutral price of 143.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YUM have?
27,599 contracts of open interest across 266 listed contracts on Sep 11, 2026, +1.0% 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.