VEEV gamma max, delta neutral & open interest levels
As of close · rank #1024 by open interest · snapshot page
VEEV closed 30.4% above its gamma max of 182.66. It is 32.6% above the delta neutral price of 176.81. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 49,052, +0.6% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VEEV
Where is VEEV's gamma max today?
As of Sep 11, 2026, the gamma max for VEEV is 182.66, -30.4% from the 262.40 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 VEEV above or below its delta neutral price?
VEEV closed above delta neutral: 262.40 against a delta neutral price of 176.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VEEV have?
49,052 contracts of open interest across 577 listed contracts on Sep 11, 2026, +0.6% 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.