Data through close

VISN gamma max, delta neutral & open interest levels

As of close · rank #1856 by open interest · snapshot page

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Close
6.48
prev 6.40
Gamma max
13.00
+100.6% from close
Delta neutral
5.86
-9.6% from close
Gamma neutral
4.09
-36.9% from close
Open interest
14,842
+216.5% vs prev
Contracts listed
61
44 calls · 19 puts

VISN closed 100.6% below its gamma max of 13.00. It is 9.6% above the delta neutral price of 5.86. Total open interest is 14,842, +216.5% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about VISN

Where is VISN's gamma max today?

As of Sep 11, 2026, the gamma max for VISN is 13.00, +100.6% from the 6.48 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 VISN above or below its delta neutral price?

VISN closed above delta neutral: 6.48 against a delta neutral price of 5.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VISN have?

14,842 contracts of open interest across 61 listed contracts on Sep 11, 2026, +216.5% 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.