YUMC gamma max, delta neutral & open interest levels
As of close · rank #1560 by open interest · snapshot page
YUMC closed 18.0% below its gamma max of 49.94. It is 1.7% below the delta neutral price of 43.03. Total open interest is 21,775, -0.1% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Questions people ask about YUMC
Where is YUMC's gamma max today?
As of Sep 11, 2026, the gamma max for YUMC is 49.94, +18.0% from the 42.32 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 YUMC above or below its delta neutral price?
YUMC closed below delta neutral: 42.32 against a delta neutral price of 43.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does YUMC have?
21,775 contracts of open interest across 142 listed contracts on Sep 11, 2026, -0.1% 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.