VGT gamma max, delta neutral & open interest levels
As of close · rank #652 by open interest · 1,379 sessions of history since Dec 1, 2020
VGT closed 3.3% below its gamma max of 125.05. It is 15.0% above the delta neutral price of 102.90. Total open interest is 103,084, +1.8% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 6 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +10.0% |
| Open interest change, 21 sessions | -0.1% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 116.12 vs 123.88 (-6.7%)
- closed above gamma max at 120.29 vs 105.63 (+12.2%)
- closed below gamma max at 117.81 vs 122.27 (-3.8%)
- closed above gamma max at 120.73 vs 120.42 (+0.3%)
- closed below gamma max at 115.28 vs 117.59 (-2.0%)
- closed above gamma max at 104.95 vs 103.76 (+1.1%)
- closed below gamma max at 104.85 vs 105.33 (-0.5%)
- closed above gamma max at 104.16 vs 103.07 (+1.0%)
- closed below gamma max at 101.57 vs 101.62 (-0.0%)
- closed above delta neutral at 103.03 vs 91.43 (+11.3%)
In today's screens
Neighbours by open interest
Questions people ask about VGT
Where is VGT's gamma max today?
As of Sep 11, 2026, the gamma max for VGT is 125.05, +3.3% from the 121.07 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 VGT above or below its delta neutral price?
VGT closed above delta neutral: 121.07 against a delta neutral price of 102.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VGT have?
103,084 contracts of open interest across 1,178 listed contracts on Sep 11, 2026, +1.8% 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.