VIAV gamma max, delta neutral & open interest levels
As of close · rank #536 by open interest · 1,379 sessions of history since Dec 1, 2020
VIAV closed 24.7% below its gamma max of 48.31. It is 13.2% above the delta neutral price of 33.62. Total open interest is 142,822, +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 | 57% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 0 |
| Open interest percentile (1y) | 96th |
| Open interest change, 5 sessions | +2.6% |
| Open interest change, 21 sessions | +19.5% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below gamma max at 49.75 vs 52.65 (-5.8%)
- closed above gamma max at 51.43 vs 49.00 (+4.7%)
- closed below gamma max at 52.49 vs 55.31 (-5.4%)
- closed above gamma max at 55.33 vs 53.84 (+2.7%)
- closed below gamma max at 43.17 vs 52.18 (-20.9%)
- closed above gamma max at 44.13 vs 32.36 (+26.7%)
- closed below gamma max at 40.78 vs 44.33 (-8.7%)
- closed above gamma max at 38.54 vs 37.23 (+3.4%)
- closed below gamma max at 34.44 vs 37.03 (-7.5%)
- closed above gamma max at 35.94 vs 33.53 (+6.7%)
In today's screens
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Neighbours by open interest
Questions people ask about VIAV
Where is VIAV's gamma max today?
As of Sep 11, 2026, the gamma max for VIAV is 48.31, +24.7% from the 38.75 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 VIAV above or below its delta neutral price?
VIAV closed above delta neutral: 38.75 against a delta neutral price of 33.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIAV have?
142,822 contracts of open interest across 543 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.