VEL gamma max, delta neutral & open interest levels
As of close · rank #1650 by open interest · snapshot page
VEL closed 66.9% below its gamma max of 30.00. It is 13.5% below the delta neutral price of 20.40. Total open interest is 19,536, +6.5% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VEL
Where is VEL's gamma max today?
As of Sep 11, 2026, the gamma max for VEL is 30.00, +66.9% from the 17.97 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 VEL above or below its delta neutral price?
VEL closed below delta neutral: 17.97 against a delta neutral price of 20.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VEL have?
19,536 contracts of open interest across 27 listed contracts on Sep 11, 2026, +6.5% 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.