VIPS gamma max, delta neutral & open interest levels
As of close · rank #1776 by open interest · snapshot page
VIPS closed 74.1% below its gamma max of 21.70. It is 15.1% below the delta neutral price of 14.35. Total open interest is 16,281, +0.1% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VIPS
Where is VIPS's gamma max today?
As of Sep 11, 2026, the gamma max for VIPS is 21.70, +74.1% from the 12.47 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 VIPS above or below its delta neutral price?
VIPS closed below delta neutral: 12.47 against a delta neutral price of 14.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIPS have?
16,281 contracts of open interest across 76 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.