V gamma max, delta neutral & open interest levels
As of close · rank #244 by open interest · 1,379 sessions of history since Dec 1, 2020
V closed 4.2% below its gamma max of 386.01. It is 5.9% above the delta neutral price of 348.62. Total open interest is 444,595, -5.0% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 30 |
| Open interest percentile (1y) | 79th |
| Open interest change, 5 sessions | -4.3% |
| Open interest change, 21 sessions | -5.8% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 356.02 vs 358.16 (-0.6%)
- closed above gamma max at 357.75 vs 355.72 (+0.6%)
- closed below gamma max at 357.25 vs 362.15 (-1.4%)
- closed above gamma max at 351.08 vs 350.53 (+0.2%)
- closed above delta neutral at 323.82 vs 322.93 (+0.3%)
- closed below delta neutral at 319.05 vs 321.69 (-0.8%)
- closed above delta neutral at 325.05 vs 323.63 (+0.4%)
- closed below delta neutral at 319.67 vs 321.99 (-0.7%)
- closed above delta neutral at 323.57 vs 322.15 (+0.4%)
- closed below delta neutral at 322.77 vs 323.38 (-0.2%)
In today's screens
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Neighbours by open interest
Questions people ask about V
Where is V's gamma max today?
As of Sep 11, 2026, the gamma max for V is 386.01, +4.2% from the 370.45 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 V above or below its delta neutral price?
V closed above delta neutral: 370.45 against a delta neutral price of 348.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does V have?
444,595 contracts of open interest across 1,294 listed contracts on Sep 11, 2026, -5.0% 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.