VIVO gamma max, delta neutral & open interest levels
As of close · rank #1171 by open interest · snapshot page
VIVO closed 11.5% below its gamma max of 4.45. It is 47.8% above the delta neutral price of 2.08. Total open interest is 39,177, +0.0% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VIVO
Where is VIVO's gamma max today?
As of Sep 11, 2026, the gamma max for VIVO is 4.45, +11.5% from the 3.99 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 VIVO above or below its delta neutral price?
VIVO closed above delta neutral: 3.99 against a delta neutral price of 2.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIVO have?
39,177 contracts of open interest across 29 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.