VFS gamma max, delta neutral & open interest levels
As of close · rank #1372 by open interest · snapshot page
VFS closed 27.2% below its gamma max of 4.08. It is 8.0% above the delta neutral price of 2.95. Total open interest is 28,730, +2.8% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VFS
Where is VFS's gamma max today?
As of Sep 11, 2026, the gamma max for VFS is 4.08, +27.2% from the 3.21 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 VFS above or below its delta neutral price?
VFS closed above delta neutral: 3.21 against a delta neutral price of 2.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VFS have?
28,730 contracts of open interest across 50 listed contracts on Sep 11, 2026, +2.8% 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.