Data through close

VIXY gamma max, delta neutral & open interest levels

As of close · rank #956 by open interest · snapshot page

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Close
17.31
prev 18.16
Gamma max
18.54
+7.1% from close
Delta neutral
16.48
-4.8% from close
Gamma neutral
17.31
0.0% from close
Open interest
56,374
+2.6% vs prev
Contracts listed
364
215 calls · 153 puts

VIXY closed 7.1% below its gamma max of 18.54. It is 4.8% above the delta neutral price of 16.48. Total open interest is 56,374, +2.6% versus the previous session. What gamma max means · What delta neutral means

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Questions people ask about VIXY

Where is VIXY's gamma max today?

As of Sep 11, 2026, the gamma max for VIXY is 18.54, +7.1% from the 17.31 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 VIXY above or below its delta neutral price?

VIXY closed above delta neutral: 17.31 against a delta neutral price of 16.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VIXY have?

56,374 contracts of open interest across 364 listed contracts on Sep 11, 2026, +2.6% 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.