VIK gamma max, delta neutral & open interest levels
As of close · rank #1220 by open interest · snapshot page
VIK closed 14.5% below its gamma max of 97.32. It is 3.8% above the delta neutral price of 81.78. Total open interest is 36,632, +4.3% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VIK
Where is VIK's gamma max today?
As of Sep 11, 2026, the gamma max for VIK is 97.32, +14.5% from the 85.01 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 VIK above or below its delta neutral price?
VIK closed above delta neutral: 85.01 against a delta neutral price of 81.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIK have?
36,632 contracts of open interest across 223 listed contracts on Sep 11, 2026, +4.3% 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.