VCLT gamma max, delta neutral & open interest levels
As of close · rank #1897 by open interest · snapshot page
VCLT closed 5.5% below its gamma max of 74.51. It is 2.8% below the delta neutral price of 72.62. Total open interest is 14,203, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VCLT
Where is VCLT's gamma max today?
As of Sep 11, 2026, the gamma max for VCLT is 74.51, +5.5% from the 70.65 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 VCLT above or below its delta neutral price?
VCLT closed below delta neutral: 70.65 against a delta neutral price of 72.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VCLT have?
14,203 contracts of open interest across 77 listed contracts on Sep 11, 2026, +0.7% 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.