VEA gamma max, delta neutral & open interest levels
As of close · rank #1444 by open interest · snapshot page
VEA closed 0.8% below its gamma max of 73.24. It is 6.7% above the delta neutral price of 67.84. Total open interest is 25,530, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VEA
Where is VEA's gamma max today?
As of Sep 11, 2026, the gamma max for VEA is 73.24, +0.8% from the 72.69 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 VEA above or below its delta neutral price?
VEA closed above delta neutral: 72.69 against a delta neutral price of 67.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VEA have?
25,530 contracts of open interest across 139 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.