VISN gamma max, delta neutral & open interest levels
As of close · rank #1856 by open interest · snapshot page
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.