VIXM gamma max, delta neutral & open interest levels
As of close · rank #897 by open interest · snapshot page
VIXM closed 1.6% above its gamma max of 13.13. It is 27.2% above the delta neutral price of 9.71. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 63,243, +1.2% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VIXM
Where is VIXM's gamma max today?
As of Sep 11, 2026, the gamma max for VIXM is 13.13, -1.6% from the 13.34 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 VIXM above or below its delta neutral price?
VIXM closed above delta neutral: 13.34 against a delta neutral price of 9.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIXM have?
63,243 contracts of open interest across 96 listed contracts on Sep 11, 2026, +1.2% 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.