VERA gamma max, delta neutral & open interest levels
As of close · rank #1232 by open interest · snapshot page
VERA closed 0.7% above its gamma max of 34.80. It is 27.5% above the delta neutral price of 25.40. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 35,828, +1.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VERA
Where is VERA's gamma max today?
As of Sep 11, 2026, the gamma max for VERA is 34.80, -0.7% from the 35.05 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 VERA above or below its delta neutral price?
VERA closed above delta neutral: 35.05 against a delta neutral price of 25.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VERA have?
35,828 contracts of open interest across 125 listed contracts on Sep 11, 2026, +1.0% 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.