VICR gamma max, delta neutral & open interest levels
As of close · rank #1589 by open interest · snapshot page
VICR closed 20.6% below its gamma max of 238.59. It is 0.2% above the delta neutral price of 197.58. Total open interest is 21,120, -0.0% versus the previous session. What gamma max means · What delta neutral means
In today's screens
Neighbours by open interest
Questions people ask about VICR
Where is VICR's gamma max today?
As of Sep 11, 2026, the gamma max for VICR is 238.59, +20.6% from the 197.91 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 VICR above or below its delta neutral price?
VICR closed above delta neutral: 197.91 against a delta neutral price of 197.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VICR have?
21,120 contracts of open interest across 450 listed contracts on Sep 11, 2026, -0.0% 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.