VG gamma max, delta neutral & open interest levels
As of close · rank #153 by open interest · 820 sessions of history since Dec 1, 2020
VG closed 4.6% above its gamma max of 15.08. It is 33.8% above the delta neutral price of 10.46. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 714,085, -0.1% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 4 |
| Open interest percentile (1y) | 70th |
| Open interest change, 5 sessions | -1.7% |
| Open interest change, 21 sessions | -13.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed above gamma max at 15.80 vs 15.08 (+4.6%)
- closed below gamma max at 13.22 vs 14.34 (-8.5%)
- closed above gamma max at 14.26 vs 14.23 (+0.2%)
- closed below gamma max at 14.31 vs 14.50 (-1.3%)
- closed above gamma max at 13.80 vs 13.58 (+1.6%)
- closed below gamma max at 13.23 vs 13.68 (-3.4%)
- closed above gamma max at 13.36 vs 13.16 (+1.5%)
- closed below gamma max at 16.89 vs 17.37 (-2.8%)
- closed above gamma max at 17.53 vs 16.96 (+3.3%)
- closed below gamma max at 15.81 vs 16.48 (-4.3%)
In today's screens
Neighbours by open interest
Questions people ask about VG
Where is VG's gamma max today?
As of Sep 11, 2026, the gamma max for VG is 15.08, -4.6% from the 15.80 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 VG above or below its delta neutral price?
VG closed above delta neutral: 15.80 against a delta neutral price of 10.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VG have?
714,085 contracts of open interest across 338 listed contracts on Sep 11, 2026, -0.1% 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.