VAL gamma max, delta neutral & open interest levels
As of close · rank #1213 by open interest · snapshot page
VAL closed 8.4% above its gamma max of 76.66. It is 40.8% above the delta neutral price of 49.59. Total open interest is 36,917, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VAL
Where is VAL's gamma max today?
As of Sep 11, 2026, the gamma max for VAL is 76.66, -8.4% from the 83.73 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 VAL above or below its delta neutral price?
VAL closed above delta neutral: 83.73 against a delta neutral price of 49.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VAL have?
36,917 contracts of open interest across 361 listed contracts on Sep 11, 2026, +0.0% 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.