VICI gamma max, delta neutral & open interest levels
As of close · rank #629 by open interest · 1,379 sessions of history since Dec 1, 2020
VICI closed 12.7% below its gamma max of 27.99. It is 5.7% below the delta neutral price of 26.25. Total open interest is 108,740, +1.7% versus the previous session. What gamma max means · What delta neutral means
One-year history
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 27 |
| Open interest percentile (1y) | 100th |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | +21.4% |
| History available | Dec 1, 2020 → Sep 11, 2026 |
Recent crosses
- closed below delta neutral at 26.00 vs 26.30 (-1.2%)
- closed above delta neutral at 26.51 vs 26.14 (+1.4%)
- closed below delta neutral at 25.98 vs 26.33 (-1.3%)
- closed above delta neutral at 26.40 vs 26.35 (+0.2%)
- closed below delta neutral at 26.01 vs 26.36 (-1.3%)
- closed above delta neutral at 26.65 vs 26.63 (+0.1%)
- closed below delta neutral at 26.55 vs 26.72 (-0.6%)
- closed above delta neutral at 27.18 vs 26.67 (+1.9%)
- closed below delta neutral at 26.31 vs 27.05 (-2.8%)
- closed above delta neutral at 28.50 vs 28.47 (+0.1%)
In today's screens
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Neighbours by open interest
Questions people ask about VICI
Where is VICI's gamma max today?
As of Sep 11, 2026, the gamma max for VICI is 27.99, +12.7% from the 24.83 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 VICI above or below its delta neutral price?
VICI closed below delta neutral: 24.83 against a delta neutral price of 26.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VICI have?
108,740 contracts of open interest across 111 listed contracts on Sep 11, 2026, +1.7% 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.