VCX gamma max, delta neutral & open interest levels
As of close · rank #1178 by open interest · snapshot page
VCX closed 38.4% below its gamma max of 46.37. It is 7.3% below the delta neutral price of 35.95. Total open interest is 38,604, +3.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VCX
Where is VCX's gamma max today?
As of Sep 11, 2026, the gamma max for VCX is 46.37, +38.4% from the 33.50 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 VCX above or below its delta neutral price?
VCX closed below delta neutral: 33.50 against a delta neutral price of 35.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VCX have?
38,604 contracts of open interest across 277 listed contracts on Sep 11, 2026, +3.5% 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.