VFC gamma max, delta neutral & open interest levels
As of close · rank #163 by open interest · 1,379 sessions of history since Dec 1, 2020
VFC closed 68.5% below its gamma max of 22.19. It is 21.3% below the delta neutral price of 15.97. Total open interest is 664,656, -4.3% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 20 |
| Delta neutral crosses | 25 |
| Open interest percentile (1y) | 99th |
| Open interest change, 5 sessions | +6.4% |
| Open interest change, 21 sessions | +12.0% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 15.08 vs 16.90 (-12.1%)
- closed above delta neutral at 17.12 vs 16.93 (+1.1%)
- closed below delta neutral at 16.53 vs 17.06 (-3.2%)
- closed above delta neutral at 17.17 vs 17.17 (+0.0%)
- closed below delta neutral at 16.98 vs 17.05 (-0.4%)
- closed above delta neutral at 17.24 vs 17.12 (+0.7%)
- closed below delta neutral at 16.67 vs 16.81 (-0.9%)
- closed above delta neutral at 16.88 vs 16.85 (+0.2%)
- closed below delta neutral at 16.95 vs 17.12 (-1.0%)
- closed above delta neutral at 17.23 vs 17.22 (+0.0%)
In today's screens
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Neighbours by open interest
Questions people ask about VFC
Where is VFC's gamma max today?
As of Sep 11, 2026, the gamma max for VFC is 22.19, +68.5% from the 13.17 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 VFC above or below its delta neutral price?
VFC closed below delta neutral: 13.17 against a delta neutral price of 15.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VFC have?
664,656 contracts of open interest across 314 listed contracts on Sep 11, 2026, -4.3% 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.