VGZ gamma max, delta neutral & open interest levels
As of close · rank #1368 by open interest · snapshot page
VGZ closed 8.1% below its gamma max of 2.35. It is 37.3% above the delta neutral price of 1.36. Total open interest is 28,858, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VGZ
Where is VGZ's gamma max today?
As of Sep 11, 2026, the gamma max for VGZ is 2.35, +8.1% from the 2.17 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 VGZ above or below its delta neutral price?
VGZ closed above delta neutral: 2.17 against a delta neutral price of 1.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VGZ have?
28,858 contracts of open interest across 36 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.