VET gamma max, delta neutral & open interest levels
As of close · rank #1147 by open interest · snapshot page
VET closed 5.4% above its gamma max of 12.52. It is 20.0% above the delta neutral price of 10.59. Total open interest is 40,601, -0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VET
Where is VET's gamma max today?
As of Sep 11, 2026, the gamma max for VET is 12.52, -5.4% from the 13.23 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 VET above or below its delta neutral price?
VET closed above delta neutral: 13.23 against a delta neutral price of 10.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VET have?
40,601 contracts of open interest across 58 listed contracts on Sep 11, 2026, -0.0% 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.