VELO gamma max, delta neutral & open interest levels
As of close · rank #1133 by open interest · snapshot page
VELO closed 49.3% below its gamma max of 15.72. It is 3.6% below the delta neutral price of 10.91. Total open interest is 41,257, -0.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VELO
Where is VELO's gamma max today?
As of Sep 11, 2026, the gamma max for VELO is 15.72, +49.3% from the 10.53 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 VELO above or below its delta neutral price?
VELO closed below delta neutral: 10.53 against a delta neutral price of 10.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VELO have?
41,257 contracts of open interest across 83 listed contracts on Sep 11, 2026, -0.2% 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.